Optimization of a fractional Mayer problem - existence of solutions, maximum principle, gradient methods

DOI10.7494/OpMath.2014.34.4.763zbMath1336.49004MaRDI QIDQ3458991

Dariusz Idczak, Stanislaw Walczak

Publication date: 29 December 2015

Published in: Opuscula Mathematica (Search for Journal in Brave)

zbMATH Keywords

maximum principle; gradient methods; fractional Riemann-Liouville derivative; linear-quadratic optimal control problem; fractional Mayer problem

Mathematics Subject Classification ID

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

26A33: Fractional derivatives and integrals

49N10: Linear-quadratic optimal control problems

49J15: Existence theories for optimal control problems involving ordinary differential equations

49K15: Optimality conditions for problems involving ordinary differential equations

34A08: Fractional ordinary differential equations