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      Generalizing the variational theory on time scales to include the delta indefinite integral

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          Abstract

          We prove necessary optimality conditions of Euler-Lagrange type for generalized problems of the calculus of variations on time scales with a Lagrangian depending not only on the independent variable, an unknown function and its delta derivative, but also on a delta indefinite integral that depends on the unknown function. Such kind of variational problems were considered by Euler himself and have been recently investigated in [Methods Appl. Anal. 15 (2008), no. 4, 427-435]. Our results not only provide a generalization to previous results, but also give some other interesting optimality conditions as special cases.

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          An application of time scales to economics

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            Calculus of Variations on Time Scales with Nabla Derivatives

            We prove a necessary optimality condition of Euler-Lagrange type for variational problems on time scales involving nabla derivatives of higher-order. The proof is done using a new and more general fundamental lemma of the calculus of variations on time scales.
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              Isoperimetric problems on time scales with nabla derivatives

              We prove a necessary optimality condition for isoperimetric problems under nabla-differentiable curves. As a consequence, the recent results of [M.R. Caputo, A unified view of ostensibly disparate isoperimetric variational problems, Appl. Math. Lett. (2008), doi:10.1016/j.aml.2008.04.004], that put together seemingly dissimilar optimal control problems in economics and physics, are extended to a generic time scale. We end with an illustrative example of application of our main result to a dynamic optimization problem from economics.
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                Author and article information

                Journal
                17 February 2011
                Article
                10.1016/j.camwa.2011.02.022
                1102.3727
                86b1008f-2aac-406e-a369-9a7eb46a88b9

                http://arxiv.org/licenses/nonexclusive-distrib/1.0/

                History
                Custom metadata
                49K15, 34N05, 39A12
                Comput. Math. Appl. 61 (2011), no. 9, 2424--2435
                Submitted 25-Jul-2010; revised 27-Nov-2010; accepted 16-Feb-2011; for publication in Computers and Mathematics with Applications
                math.OC

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