2006/11/08 by S. A. Belbas, Belbas, S. A.
Mathematics · #49K22 #49M25 #Classical Analysis and ODEs (math.CA) #Differential Equations and Boundary Problems #Differential Equations and Numerical Methods #FOS: Mathematics #Numerical methods for differential equations #Optimization and Control (math.OC) #math.CA #math.OC #msc:49K22 #msc:49M25
paper · pdf · doi:10.48550/arxiv.math/0611243
31 pages
arxiv created 2006/11/08 · openalex publication_date 2006/11/08 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We formulate and analyze a new method for solving optimal control problems for systems governed by Volterra integral equations. Our method utilizes discretization of the original Volterra controlled system and a novel type of dynamic programming jn which the Hamilton-Jacobi function is parametrized by the control function (rather than the state, as in the case of ordinary dynamic programming). We also derive estimates for the computational cost of our method.