A new method for optimal control of Volterra integral equations

dc.creatorBelbas, S. A.
dc.date2006-11-08
dc.date.accessioned2026-07-07T07:32:39Z
dc.date.available2026-07-07T07:32:39Z
dc.descriptionWe 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.
dc.description31 pages
dc.identifierhttps://arxiv.org/abs/math/0611243
dc.identifierhttp://arxiv.org/abs/math/0611243
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/119188
dc.subjectOptimization and Control
dc.subjectClassical Analysis and ODEs
dc.subject49K22; 49M25
dc.titleA new method for optimal control of Volterra integral equations
dc.typetext

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