Optimal control problem governed by a highly nonlinear singular Volterra equation: Existence of solutions and maximum principle

Dariusz Idczak
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Abstract

Abstract We consider a Lagrange optimal control problem for a Volterra integral equation of fractional potential type. We prove a theorem on the existence of an optimal solution and derive a maximum principle. The proof of the existence theorem is based on the lower closure theorem for orientor fields due to Cesari and Filippov‐type selection theorem due to Rockafellar. The proof of the maximum principle is based on an extremum principle for smooth problems proved in Idczak and Walczak ( Games . 2020;11:56).

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一类高度非线性奇异Volterra方程的最优控制问题:解的存在性和极大值原理
研究一类分数势型Volterra积分方程的拉格朗日最优控制问题。我们证明了一个最优解的存在性定理,并导出了一个极大值原理。存在性定理的证明是基于Cesari的定向场下闭包定理和Rockafellar的Filippov型选择定理。极大原理的证明是基于在Idczak和Walczak(游戏)中证明的光滑问题的极值原理。2020; 56)。
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