Optimization of a fractional Mayer problem - existence of solutions, maximum principle, gradient methods

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...

Full description

Bibliographic Details
Main Authors: Dariusz Idczak, Stanislaw Walczak
Format: Article
Language:English
Published: AGH Univeristy of Science and Technology Press 2014-01-01
Series:Opuscula Mathematica
Subjects:
Online Access:http://www.opuscula.agh.edu.pl/vol34/4/art/opuscula_math_3447.pdf