We suggest a method for solving a boundary value problem for ordinary differential equations with boundary conditions in the presence of state and integral constraints. The method is based on the embedding principle, which permits one to reduce the original boundary value problem to a special optimal control problem with the use of the general solution of a Fredholm integral equation of the first kind.
STATEMENT OF THE PROBLEMConsider the boundary value probleṁwith the boundary conditionsthe phase constraintsand the integral constraintsHere A(t) and B(t) are given n × n and n × m matrices, respectively, with piecewise continuous entries, μ(t), t ∈ I, is a given n-dimensional vector function with piecewise continuous components, f (x, t) is an m-dimensional vector function that is jointly continuous with respect to the variables (x, t) ∈ R n × I and satisfies the conditionsand S is a given convex closed set. The function F (x, t) = (F 1 (x, t), . . . , F r (x, t)), t ∈ I, is an r-dimensional jointly continuous vector function, and γ(t) = (γ 1 (t), . . . , γ r (t)) and δ(t) = (δ 1 (t), . . . , δ r (t)), t ∈ I, are given continuous functions.149