Necessary optimality conditions of fractional-order discrete uncertain optimal control problems

DOI10.1016/J.EJCON.2022.100723MaRDI QIDQ2681787zbMATH OpenOpenAlexFDO

Authors Qinyun Lu, Yuanguo Zhu, Bo Li

Publication date 7 February 2023

Published in European Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejcon.2022.100723

zbMATH Keywords

fractional-order difference equationsnecessary conditions of optimalityuncertain optimal controlvariational method

Mathematics Subject Classification ID

Difference equations, scaling ((q)-differences) (39A13) Optimality conditions for problems involving relations other than differential equations (49K21) Linear-quadratic optimal control problems (49N10)

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Cites work

• A general formulation and solution scheme for fractional optimal control problems
• A Hamiltonian Formulation and a Direct Numerical Scheme for Fractional Optimal Control Problems
• A new framework for solving fractional optimal control problems using fractional pseudospectral methods
• A numerical technique for solving fractional optimal control problems
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Dual identities in fractional difference calculus within Riemann
• Finite-time stability in mean for nabla uncertain fractional order linear difference systems
• Free final time fractional optimal control problems
• Linear systems of fractional nabla difference equations
• Numerical solution of fractional optimal control
• On Riemann and Caputo fractional differences
• On the definitions of nabla fractional operators
• Optimal control of discrete-time fractional multi-agent systems
• Optimal control of discrete-time linear fractional-order systems with multiplicative noise
• Rank conditions for controllability of discrete fractional time-invariant linear systems
• Transformed orthogonal functions for solving infinite horizon fractional optimal control problems
• Uncertain fractional differential equations and an interest rate model
• Uncertain fractional forward difference equations for Riemann-Liouville type
• Uncertain optimal control
• Uncertain optimal control with application to a portfolio selection model
• Uncertainty theory
• Uncertainty theory

Cited in

(6)

• The necessary conditions of fractional optimal control in the sense of Caputo
• Necessary optimality conditions for Lagrange problems involving ordinary control systems described by fractional Laplace operators
• First- and second-order necessary optimality conditions for a control problem described by nonlinear fractional difference equations
• Uncertain stochastic optimal control problems based on backward stochastic difference equations and forward uncertain difference equations
• Stability, bifurcation and characteristics of chaos in a new commensurate and incommensurate fractional-order ecological system
• Uncertain stochastic linear quadratic control subject to forward and backward multi-stage systems

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