On a linear-quadratic problem with Caputo derivative

DOI10.7494/OpMath.2016.36.1.49zbMath1343.49055MaRDI QIDQ3460532

Dariusz Idczak, Stanislaw Walczak

Publication date: 8 January 2016

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

zbMATH Keywords

maximum principle; gradient method; gradient projection method; fractional Caputo derivative; linear-quadratic optimal control problem

Mathematics Subject Classification ID

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