Controlled Singular Volterra Integral Equations and Pontryagin Maximum Principle

Weakly Singular Volterra and Fredholm-volterra Integral Equations

Some existence and uniqueness theorems are established for weakly singular Volterra and Fredholm-Volterra integral equations in C[a, b]. Our method is based on fixed point theorems which are applied to the iterated operator and we apply the fiber Picard operator theorem to establish differentiability with respect to parameter. This method can be applied only for linear equations because otherwi...

Solutions for Singular Volterra Integral Equations

0 gi(t, s)[Pi(s, u1(s), u2(s), · · · , un(s)) + Qi(s, u1(s), u2(s), · · · , un(s))]ds, t ∈ [0, T ], 1 ≤ i ≤ n where T > 0 is fixed and the nonlinearities Pi(t, u1, u2, · · · , un) can be singular at t = 0 and uj = 0 where j ∈ {1, 2, · · · , n}. Criteria are offered for the existence of fixed-sign solutions (u∗1, u ∗ 2, · · · , u ∗ n) to the system of Volterra integral equations, i.e., θiu ∗ i (...

The Pontryagin Maximum Principle

Theorem (PontryaginMaximum Principle). Suppose a final time T and controlstate pair (û, x̂) on [τ, T ] give the minimum in the problem above; assume that û is piecewise continuous. Then there exist a vector of Lagrange multipliers (λ0, λ) ∈ R × R with λ0 ≥ 0 and a piecewise smooth function p: [τ, T ] → R n such that the function ĥ(t) def =H(t, x̂(t), p(t), û(t)) is piecewise smooth, and one has ̇̂ ...

The Maximum Principle of Pontryagin

Mean-Field Pontryagin Maximum Principle

We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as Γ-limits of optimal control problems subject to ODE constraints, modeling, for instance, external interventions on crowd dynamics. We obtain these first-order optimality conditions in the form of Hamiltonian flows in the...