scholarly journals Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions

2017 ◽  
Vol 55 (4) ◽  
pp. 2574-2602 ◽  
Author(s):  
Tianxiao Wang ◽  
Haisen Zhang
Keyword(s):  
Optimal Control ◽  
Integral Equations ◽  
Optimal Control Problems ◽  
Volterra Integral Equations ◽  
Control Problems ◽  
Control Regions

scholarly journals Optimal control problems of forward-backward stochastic Volterra integral equations

2015 ◽  
Vol 5 (3) ◽  
pp. 613-649 ◽  
Author(s):  
Yufeng Shi ◽  
◽  
Tianxiao Wang ◽  
Jiongmin Yong ◽  
◽  
...  
Keyword(s):  
Optimal Control ◽  
Integral Equations ◽  
Optimal Control Problems ◽  
Volterra Integral Equations ◽  
Control Problems

scholarly journals A New Approach for a Class of Optimal Control Problems of Volterra Integral Equations

2011 ◽  
Vol 02 (02) ◽  
pp. 121-125 ◽  
Author(s):  
Mohammad Hadi Noori Skandari ◽  
Hamid Reza Erfanian ◽  
Ali Vahidian Kamyad
Keyword(s):  
Optimal Control ◽  
Integral Equations ◽  
Optimal Control Problems ◽  
Volterra Integral Equations ◽  
Control Problems ◽  
New Approach

scholarly journals An Optimal Control Problem of Forward-Backward Stochastic Volterra Integral Equations with State Constraints

2014 ◽  
Vol 2014 ◽  
pp. 1-16
Author(s):  
Qingmeng Wei ◽  
Xinling Xiao
Keyword(s):  
Optimal Control ◽  
Variational Principle ◽  
Integral Equations ◽  
Stochastic Optimal Control ◽  
State Constraints ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
Volterra Integral Equations ◽  
Control Problems ◽  
Optimal Controls

This paper is devoted to the stochastic optimal control problems for systems governed by forward-backward stochastic Volterra integral equations (FBSVIEs, for short) with state constraints. Using Ekeland's variational principle, we obtain one kind of variational inequalities. Then, by dual method, we derive a stochastic maximum principle which gives the necessary conditions for the optimal controls.

scholarly journals OPTIMAL CONTROL PROBLEMS ON TIME SCALES DESCRIBED BY VOLTERRA INTEGRAL EQUATIONS ON TIME SCALES

2016 ◽  
Vol 38 (2) ◽  
pp. 740
Author(s):  
Iguer Santos
Keyword(s):  
Optimal Control ◽  
Integral Equations ◽  
Time Scales ◽  
Optimal Control Problems ◽  
Existence Of Solutions ◽  
Volterra Integral Equations ◽  
Control Problems

In this work we consider two class of optimal control problems on time scales described by Volterra integral equations on time scales. We have established the existence of solutions for these two class of optimal control problems.

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