Sensitivity analysis of value functional of fractional optimal control problem with application to feedback construction of near optimal controls

DOI10.1007/S00245-023-10022-4zbMath1519.49028arXiv2210.06053OpenAlexW4379911228MaRDI QIDQ6166354

Mikhail Gomoyunov

Publication date: 6 July 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.06053

zbMATH Keywords

Hamilton-Jacobi-Bellman equationfeedback controloptimal control problemdirectional derivativefractional differential equationvalue functional

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Nonsmooth analysis (49J52) Sensitivity analysis for optimization problems on manifolds (49Q12) Fractional ordinary differential equations (34A08) Hamilton-Jacobi equations in optimal control and differential games (49L12)

Related Items (2)

On the relationship between the Pontryagin maximum principle and the Hamilton-Jacobi-Bellman equation in optimal control problems for fractional-order systems ⋮ Unnamed Item

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