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Pontryagin maximum principle for fractional ordinary optimal control problems
Author(s) -
Kamocki Rafal
Publication year - 2013
Publication title -
mathematical methods in the applied sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.719
H-Index - 65
eISSN - 1099-1476
pISSN - 0170-4214
DOI - 10.1002/mma.2928
Subject(s) - mathematics , pontryagin's minimum principle , maximum principle , optimal control , uniqueness , nonlinear system , fractional calculus , mathematical analysis , pure mathematics , mathematical optimization , physics , quantum mechanics
In the paper, fractional systems with Riemann–Liouville derivatives are studied. A theorem on the existence and uniqueness of a solution of a fractional ordinary Cauchy problem is given. Next, the Pontryagin maximum principle for nonlinear fractional control systems with a nonlinear integral performance index is proved. Copyright © 2013 John Wiley & Sons, Ltd.