Sensitivity analysis of value functional of fractional optimal control problem with application to construction of optimal feedback control
Optimization and Control
2024-04-25 v1
Abstract
We consider an optimal control problem for a dynamical system described by a Caputo fractional differential equation and a terminal cost functional. We prove that, under certain assumptions, the (non-smooth, in general) value functional of this problem has a property of directional differentiability of order . As an application of this result, we propose a new method for constructing an optimal positional (feedback) control strategy.
Keywords
Cite
@article{arxiv.2210.06053,
title = {Sensitivity analysis of value functional of fractional optimal control problem with application to construction of optimal feedback control},
author = {Mikhail Gomoyunov},
journal= {arXiv preprint arXiv:2210.06053},
year = {2024}
}