Pontryagin maximum principle for fractional delay differential equations and controlled weakly singular Volterra delay integral equations
The paper studies Pontryagin Maximum Principle for optimal control problems involving an integral cost, subject to two classes of dynamics that include a time delay. In the first case, the trajectory \(y\) satisfies a differential equation with a Caputo fractional derivative, namely\N\[\N^C D^\alpha_t y(t) = f (t, y(t), y(t - h), u(t)),\, y(t)=0\; \text{ for }-h\le t\le 0,\N\]\Nwhere \(\alpha \in (0,1]\) and \(u\) is the control. Necessary optimality conditions involving an adjoint equation (that involves a Caputo derivative as well) and a maximization condition of Pontryagin's type are established.\N\NIn the second case, the trajectory satisfies an singular integral equation of Volterra type, namely\N\[\Ny(t) = \eta (t) +\int_0^t \frac{f(t,s,y(s),y(s-h),u(s))}{(t-s)^{1-\alpha}}\, ds, \, y(t)=0\; \text{ for }-h\le t\le 0,\N\]\Nwhere \(\alpha \in (0,1)\) and \(u\) is the control. Necessary optimality conditions involving an adjoint equation (that is an integral equation) and a maximization condition of Pontryagin type are established.\N\NAssumptions on the data are essentially standard. An example is provided.
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