Volterra 积分系统的线性二次控制及其推广
最优化与控制
2021-01-14 v1
摘要
我们研究 Voterra 系统的线性二次最优控制问题,以及控制上线性二次但状态一般非线性的问题。在线性二次 Volterra 控制的情形下,我们得到了最优性的精确充分必要条件。对于仅在控制上线性二次的问题,我们得到了以双重 Volterra 方程形式呈现的新型必要条件;我们证明了此类方程的可解性。
引用
@article{arxiv.2101.04902,
title = {Linear-quadratic control of Volterra integral systems and extensions},
author = {S. A. Belbas},
journal= {arXiv preprint arXiv:2101.04902},
year = {2021}
}
备注
This work contains further developments of the Volterra portion of arXiv: 1606.05803 (that work contains also Fredholm integral equations). There is minimal partial overlap of this work with arXiv: 1606.05803, in order to keep the present work coherent and readily understandable