A new method for optimal control of Volterra integral equations
نویسنده
چکیده
We 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.
منابع مشابه
A meshless method for optimal control problem of Volterra-Fredholm integral equations using multiquadratic radial basis functions
In this paper, a numerical method is proposed for solving optimal control problem of Volterra integral equations using radial basis functions (RBFs) for approximating unknown function. Actually, the method is based on interpolation by radial basis functions including multiquadrics (MQs), to determine the control vector and the corresponding state vector in linear dynamic system while minimizing...
متن کاملCOLLOCATION METHOD FOR FREDHOLM-VOLTERRA INTEGRAL EQUATIONS WITH WEAKLY KERNELS
In this paper it is shown that the use of uniform meshes leads to optimal convergence rates provided that the analytical solutions of a particular class of Fredholm-Volterra integral equations (FVIEs) are smooth.
متن کاملAn optimal method based on rationalized Haar wavelet for approximate answer of stochastic Ito-Volterra integral equations
This article proposes an optimal method for approximate answer of stochastic Ito-Voltrra integral equations, via rationalized Haar functions and their stochastic operational matrix of integration. Stochastic Ito-voltreea integral equation is reduced to a system of linear equations. This scheme is applied for some examples. The results show the efficiency and accuracy of the method.
متن کاملA new block by block method for solving two-dimensional linear and nonlinear Volterra integral equations of the first and second kinds
In this paper, we propose a new method for the numerical solution of two-dimensional linear and nonlinear Volterra integral equations of the first and second kinds, which avoids from using starting values. An existence and uniqueness theorem is proved and convergence isverified by using an appropriate variety of the Gronwall inequality. Application of the method is demonstrated for solving the ...
متن کاملA New Approach for Solving Volterra Integral Equations Using The Reproducing Kernel Method
This paper is concerned with a technique for solving Volterra integral equations in the reproducing kernel Hilbert space. In contrast with the conventional reproducing kernel method, the Gram-Schmidt process is omitted here and satisfactory results are obtained.The analytical solution is represented in the form of series.An iterative method is given to obtain the approximate solution.The conver...
متن کاملA solution for Volterra Integral Equations of the First Kind Based on Bernstein Polynomials
In this paper, we present a new computational method to solve Volterra integral equations of the first kind based on Bernstein polynomials. In this method, using operational matrices turn the integral equation into a system of equations. The computed operational matrices are exact and new. The comparisons show this method is acceptable. Moreover, the stability of the proposed method is studied.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Applied Mathematics and Computation
دوره 189 شماره
صفحات -
تاریخ انتشار 2007