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We obtain necessary conditions of optimality for impulsive Volterra integral equations with switching and impulsive controls, with variable impulse time-instants. The present work continues and complements our previous work on impulsive Volterra control with fixed impulse times.
This paper is concerned with a linear quadratic optimal control for a class of singular Volterra integral equations. Under proper convexity conditions, optimal control uniquely exists, and it could be characterized via Frechet derivative of the quadr
We establish existence and uniqueness for infinite dimensional Riccati equations taking values in the Banach space L 1 ($mu$ $otimes$ $mu$) for certain signed matrix measures $mu$ which are not necessarily finite. Such equations can be seen as the in
This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class of problems
We provide an exhaustive treatment of Linear-Quadratic control problems for a class of stochastic Volterra equations of convolution type, whose kernels are Laplace transforms of certain signed matrix measures which are not necessarily finite. These e
We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside information,