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A maximum principle for an optimal control problem with integral constraints

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Abstract

In this paper, necessary corditions are obtained for an optimal control problem whose state variables are given in terms of integral equations. The conditions are obtained separately for Volterra equations and Fredholm equations. The main result for each case is the maximum principle and multiplier rule. For the Volterra equations, transversality conditions are obtained.

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Authors and Affiliations

  1. University of Arkansas, Fayetteville, Arkansas

    V. L. Bakke (Assistant Professor of Mathematics)

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  1. V. L. Bakke
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Communicated by M. R. Hestenes

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Bakke, V.L. A maximum principle for an optimal control problem with integral constraints. J Optim Theory Appl 13, 32–55 (1974). https://doi.org/10.1007/BF00935608

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