论文标题
具有奇异和非发音内核的伏特拉积分方程的状态约束最佳控制问题的最大原理
Maximum Principle for State-Constrained Optimal Control Problems of Volterra Integral Equations having Singular and Nonsingular Kernels
论文作者
论文摘要
在本文中,我们研究了由具有单数和非词内核的Volterra积分方程描述的状态方程的终端和不平等状态限制的最佳控制问题。奇异内核引入了状态轨迹相对于$α\ in(0,1)$的参数的异常行为。我们的状态方程能够涵盖各种状态动力学,例如任何类型的Volterra积分方程,仅具有非词内核,分数微分方程(从Riemann-Liouville或Caputo的意义上)以及普通的微分状态方程。我们使用广义的gronwall的不平等和具有单数和非单词积分的积分的适当规律性,获得了良好的(在$ l^p $和$ c $空间中)以及状态方程的精确估计。然后,我们证明了相应状态受限的最佳控制问题的最大原理。在最大原理的推导中,由于状态约束的存在,控制空间仅是可分离的度量空间,因此我们必须采用Ekeland变异原理和尖峰变化技术,以及距离函数的内在特性以及广义的Gronwall的不平等,以获得所需的必要条件。实际上,由于状态方程式具有单数和非词内核,因此本文的最大原则是新的,其证明比在现有文献中研究的Volterra积分方程问题更重要。提供了示例以说明本文的理论结果。
In this paper, we study the optimal control problem with terminal and inequality state constraints for state equations described by Volterra integral equations having singular and nonsingular kernels. The singular kernel introduces abnormal behavior of the state trajectory with respect to the parameter of $α\in (0,1)$. Our state equation is able to cover various state dynamics such as any types of Volterra integral equations with nonsingular kernels only, fractional differential equations (in the sense of Riemann-Liouville or Caputo), and ordinary differential state equations. We obtain the well-posedness (in $L^p$ and $C$ spaces) and precise estimates of the state equation using the generalized Gronwall's inequality and the proper regularities of integrals having singular and nonsingular integrands. We then prove the maximum principle for the corresponding state-constrained optimal control problem. In the derivation of the maximum principle, due the presence of the state constraints and the control space being only a separable metric space, we have to employ the Ekeland variational principle and the spike variation technique, together with the intrinsic properties of distance functions and the generalized Gronwall's inequality, to obtain the desired necessary conditions for optimality. In fact, as the state equation has both singular and nonsingular kernels, the maximum principle of this paper is new, where its proof is more involved than that for the problems of Volterra integral equations studied in the existing literature. Examples are provided to illustrate the theoretical results of this paper.