A Pontryagin maximum principle for terminal state-constrained optimal control problems of Volterra integral equations with singular kernels

Jun Moon; Jun Moon

doi:10.3934/math.20231166

AIMS Mathematics

2023, Volume 8, Issue 10: 22924-22943. doi: 10.3934/math.20231166

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A Pontryagin maximum principle for terminal state-constrained optimal control problems of Volterra integral equations with singular kernels

Jun Moon ^,

Department of Electrical Engineering, Hanyang University, Seoul 04763, South Korea

Received: 05 May 2023 Revised: 05 July 2023 Accepted: 16 July 2023 Published: 19 July 2023
MSC : 45G05, 49K21, 49J40

We consider the terminal state-constrained optimal control problem for Volterra integral equations with singular kernels. A singular kernel introduces abnormal behavior of the state trajectory with respect to the parameter of $ \alpha \in (0, 1) $. Our state equation covers various state dynamics such as any types of classical Volterra integral equations with nonsingular kernels, (Caputo) fractional differential equations, and ordinary differential state equations. We prove the maximum principle for the corresponding state-constrained optimal control problem. In the proof of the maximum principle, due to the presence of the (terminal) state constraint 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 function and the generalized Gronwall's inequality, to obtain the desired necessary conditions for optimality. The maximum principle of this paper is new in the optimal control problem context and its proof requires a different technique, compared with that for classical Volterra integral equations studied in the existing literature.
- Volterra integral equation,
- singular kernel,
- state-constrained optimal control problem,
- Pontryagin maximum principle
Citation: Jun Moon. A Pontryagin maximum principle for terminal state-constrained optimal control problems of Volterra integral equations with singular kernels[J]. AIMS Mathematics, 2023, 8(10): 22924-22943. doi: 10.3934/math.20231166

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Abstract

We consider the terminal state-constrained optimal control problem for Volterra integral equations with singular kernels. A singular kernel introduces abnormal behavior of the state trajectory with respect to the parameter of $ \alpha \in (0, 1) $. Our state equation covers various state dynamics such as any types of classical Volterra integral equations with nonsingular kernels, (Caputo) fractional differential equations, and ordinary differential state equations. We prove the maximum principle for the corresponding state-constrained optimal control problem. In the proof of the maximum principle, due to the presence of the (terminal) state constraint 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 function and the generalized Gronwall's inequality, to obtain the desired necessary conditions for optimality. The maximum principle of this paper is new in the optimal control problem context and its proof requires a different technique, compared with that for classical Volterra integral equations studied in the existing literature.

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