- Tytuł:
- Optimization of a fractional Mayer problem - existence of solutions, maximum principle, gradient methods
- Autorzy:
-
Idczak, D.
Walczak, S. - Powiązania:
- https://bibliotekanauki.pl/articles/254955.pdf
- Data publikacji:
- 2014
- Wydawca:
- Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
- Tematy:
-
fractional Riemann-Liouville derivative
Mayer problem
existence of an optimal solution
maximum principle
gradient method - Opis:
- 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.
- Źródło:
-
Opuscula Mathematica; 2014, 34, 4; 763-775
1232-9274
2300-6919 - Pojawia się w:
- Opuscula Mathematica
- Dostawca treści:
- Biblioteka Nauki
Artykuł