Solvable cases of optimal control problems for integral equations

2016/06/18 by Belbas, S. A., Schmidt, W. H.
#45B05 #45D05 #93C30 #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1606.05803

Abstract

We present a number of cases of optimal control of Volterra and Fredholm integral equations that are solvable in the sense that the problem can be reduced to a solvable integral equation. This is conceptually analogous to the role of the Riccati differential system in the optimal control of ordinary differential equations.

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