Necessary optimality conditions for an integro-differential Bolza problem via Dubovitskii-Milyutin method

Dariusz Idczak; Stanisław Walczak

doi:10.3934/dcdsb.2019095

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2019, Volume 24, Issue 5: 2281-2292. Doi: 10.3934/dcdsb.2019095

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Necessary optimality conditions for an integro-differential Bolza problem via Dubovitskii-Milyutin method

Dariusz Idczak^1, and
Stanisław Walczak^1,2, ,

1.
Faculty of Mathematics and Computer Science, University of Lodz, 90-238 Lodz, Banacha 22, Poland
2.
State School of Higher Vocational Education, 96-100 Skierniewice, Batorego 64c, Poland

^* Corresponding author: Stanisław Walczak
^* Corresponding author: Stanisław Walczak

A tribute to Helmut Maurer, Urszula Ledzewicz and Heinz Schättler.
The second author has a great satisfaction to be a supervisor of the doctoral dissertation of Professor Urszula Ledzewicz

Received: November 30, 2017

Revised: December 31, 2018

Early access: March 2019

Published: March 2019

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Abstract

In the paper, we derive a maximum principle for a Bolza problem described by an integro-differential equation of Volterra type. We use the Dubovitskii-Milyutin approach.

Keywords:

Integro-differential equation of Volterra type,
Bolza problem,
Dubovitskii-Milyutin method.

Mathematics Subject Classification: Primary: 49K21, 34K35.

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References

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