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On a linear-quadratic problem with Caputo derivative

Idczak D., Walczak S.

Opuscula Mathematica

2016

Vol. 36, no. 1

49--68

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.