optimization of a fractional mayer problem - existence of solutions, maximum principle, gradient methods
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ID: 190279
2014
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Abstract
In the paper, we study a linear-quadratic optimal control problem of Mayer type given by a fractional control system. First, we prove a theorem on the existence of a solution to such a problem. Next, using the local implicit function theorem, we derive a formula for the gradient of a cost functional under constraints given by a control system and prove a maximum principle in the case of a control constraint set. The formula for the gradient is used to implement the gradient methods for the problem under consideration.
| Reference Key |
idczak2014opusculaoptimization
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|---|---|
| Authors | ;Dariusz Idczak;Stanislaw Walczak |
| Journal | zhonghua yi xue za zhi |
| Year | 2014 |
| DOI |
http://dx.doi.org/10.7494/OpMath.2014.34.4.763
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