On a linear-quadratic problem with Caputo derivative

• Autorzy: Idczak D. , Walczak S.

Identyfikatory

DOI

http://dx.doi.Org/10.7494/OpMath.2016.36.l.49

• Języki publikacji: EN

Abstrakty

EN

In this paper, we study a linear-quadratic optimal control problem with a fractional control system containing a Caputo derivative of unknown function. First, we derive the formulas for the differential and gradient of the cost functional under given constraints. Next, we prove an existence result and derive a maximum principle. Finally, we describe the gradient and projection of the gradient methods for the problem under consideration.

Słowa kluczowe

EN

fractional Caputo derivative; linear quadratic problem; existence and uniqueness of a solution; maximum principle; gradient method; projection of the gradient method

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Opuscula Mathematica
• Rocznik: 2016
• Tom: Vol. 36, no. 1
• Strony: 49--68
• Opis fizyczny: Bibliogr. 23 poz.

Twórcy

autor

Idczak D.

• University of Lodz Faculty of Mathematics and Computer Science Banacha 22, 90-238 Lodz, Poland

autor

Walczak S.

• University of Lodz Faculty of Mathematics and Computer Science Banacha 22, 90-238 Lodz, Poland

Bibliografia

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Uwagi

Opracowanie ze środków MNiSW w ramach umowy 812/P-DUN/2016 na działalność upowszechniającą naukę.