Optimal control of second-order integral equations

Publication date 13 April 2019

Volterra integral equations (45D05) Existence theories for optimal control problems involving relations other than differential equations (49J21) Fredholm integral equations (45B05)

Abstract: We analyze optimal control problems for multiple Fredholm and Volterra integral equations. These are non Pontryaginian optimal control problems, i.e. an extremum principle of Pontryagin type does not hold. We obtain first order necessary conditions for optimality, and second order necessary and sufficient conditions. We illustrate with applications to first order and second order Volterra bilinear control problems.

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