Article ID Journal Published Year Pages File Type
4634636 Applied Mathematics and Computation 2008 11 Pages PDF
Abstract

We present and analyze a novel method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential equations. The resulting approximating problems can then be solved by dynamic programming methods for ODE controlled systems. We also derive the connection between our version of dynamic programming and the Hamiltonian equations for Volterra controlled systems.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
,