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This paper addresses a new class of generalized Bolza problems governed by nonconvex integro-differential inclusions with endpoint constraints on trajectories, where the integral terms are given in the general (with time-dependent integrands in the dynamics) Volterra form. We pursue here a threefold goal. First we construct well-posed approximations of continuous-time integro-differential systems by their discrete-time counterparts with showing that any feasible solution to the original system can be strongly approximated in the $W^{1,2}$-norm topology by piecewise-linear extensions of feasible discrete trajectories. This allows us to verify in turn the strong convergence of discrete optimal solutions to a prescribed local minimizer for the original problem. Facing intrinsic nonsmoothness of original integro-differential problem and its discrete approximations, we employ appropriate tools of generalized differentiation in variational analysis to derive necessary optimality conditions for discrete-time problems (which is our second goal) and finally accomplish our third goal to obtain necessary conditions for the original continuous-time problems by passing to the limit from discrete approximations. In this way we establish, in particular, a novel necessary optimality condition of the Volterra type, which is the crucial result for dynamic optimization of integro-differential inclusions., Comment: 28 pages

This paper is devoted to the study, for the first time in the literature, of optimal control problems for sweeping processes governed by integro-differential inclusions of the Volterra type with different classes of control functions acting in nonconvex moving sets, external dynamic perturbations, and integral parts of the sweeping dynamics. We establish the existence of optimal solutions and then obtain necessary optimality conditions for a broad class of local minimizers in such problems. Our approach to deriving necessary optimality conditions is based on the method of discrete approximations married to basic constructions and calculus rules of first-order and second-order variational analysis and generalized differentiation. The obtained necessary optimality conditions are expressed entirely in terms of the problem data and are illustrated by nontrivial examples that include applications to optimal control models of non-regular electrical circuits., Comment: 35 pages, 2 figures

In this paper, we analyze and discuss the well-posedness of a new variant of the so-called sweeping process, introduced by J.J. Moreau in the early 70's \cite{More71} with motivation in plasticity theory. In this variant, the normal cone to the (mildly non-convex) prox-regular moving set $C(t)$, supposed to have an absolutely continuous variation, is perturbed by a sum of a Carath\'{e}odory mapping and an integral forcing term. The integrand of the forcing term depends on two time-variables, that is, we study a general integro-differential sweeping process of Volterra type. By setting up an appropriate semi-discretization method combined with a new Gronwall-like inequality (differential inequality), we show that the integro-differential sweeping process has one and only one absolutely continuous solution. We also establish the continuity of the solution with respect to the initial value. The results of the paper are applied to the study of nonlinear integro-differential complementarity systems which are combination of Volterra integro-differential equations with nonlinear complementarity constraints. Another application is concerned with non-regular electrical circuits containing time-varying capacitors and nonsmooth electronic device like diodes. Both applications represent an additional novelty of our paper., Comment: 36 pages, 1 figures