Optimal control of a class of Caputo fractional systems

被引:1
作者
Das, Sanjukta [1 ]
Tripathi, Vidushi [1 ]
机构
[1] Mahindra Univ, Ecole Cent Sch Engn, Hyderabad 500043, India
关键词
Fractional calculus; Optimal control; Pontryagin maximum principle; Necessary conditions; HJB equation; PONTRYAGIN MAXIMUM PRINCIPLE; EQUATIONS; CONTROLLABILITY;
D O I
10.1007/s41478-024-00840-2
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This article introduces a broad formulation of fractional optimal control issues characterized by a class of Caputo fractional systems within Hilbert spaces. Through a variational method, the Pontryagin maximum principle (PMP) is established as a set of essential conditions for optimality. Following this, the Hamilton-Jacobi-Bellman (HJB) equations are derived based on the derived PMP. In conclusion, it is established that the value function serves as a viscosity solution of the HJB equation. Numerical example is finally provided to exemplify the theory developed.
引用
收藏
页码:387 / 408
页数:22
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