Related papers: Leitmann's direct method for fractional optimizati…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…
This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…
We use classical tools from calculus of variations to formally derive necessary conditions for a Markov control to be optimal in a standard finite time horizon stochastic control problem. As an example, we solve the well-known Merton…
The modulating functions method has been used for the identification of linear and nonlinear systems. In this paper, we generalize this method to the on-line identification of fractional order systems based on the Riemann-Liouville…
The fact that the first variation of a variational functional must vanish along an extremizer is the base of most effective solution schemes to solve problems of the calculus of variations. We generalize the method to variational problems…
Anew method for finding closed-loop optimal controllers of fractional tracking quadratic optimal control problems is introduced. The optimality conditions for the fractional optimal control problem are obtained. Illustrative examples are…
We prove Euler-Lagrange and natural boundary necessary optimality conditions for fractional problems of the calculus of variations which are given by a composition of functionals. Our approach uses the recent notions of Riemann-Liouville…
This article provides a brief review of recent developments on two nonlocal operators: fractional Laplacian and fractional time derivative. We start by accounting for several applications of these operators in imaging science, geophysics,…
Historically the fractional calculus concept works an extended idea based on the question asked by Guillaume de L'H\^opital to Gottfried Wilhelm Leibniz in 1695 about the notation ${d^nf}/{dx^n}$ for the derivative operator "What if…
The aim of this paper is to exhibit a necessary and sufficient condition of optimality for functionals depending on fractional integrals and derivatives, on indefinite integrals and on presence of time delay. We exemplify with one example,…
In this work we look at the original fractional calculus of variations problem in a somewhat different way. As a simple consequence, we show that a fractional generalization of a classical problem has a solution without any restrictions on…
Fractional gradient descent has been studied extensively, with a focus on its ability to extend traditional gradient descent methods by incorporating fractional-order derivatives. This approach allows for more flexibility in navigating…
We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…
The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…
Improperly efficient solutions in the sense of Geoffrion in linear fractional vector optimization problems with unbounded constraint sets are studied in this paper. We give two sets of conditions which assure that all the efficient…
Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of…
This paper discusses the approximate controllability of a fractional differential control problem driven by a nonlinear hemivariational inequality in a Hilbert space. First, we prove the existence of a mild solution for a fractional control…
The theory of fractional calculus has developed in a number of directions over the years, including: the formulation of multiple different definitions of fractional differintegration; the extension of various properties of standard calculus…
Integration by parts plays a crucial role in mathematical analysis, e.g., during the proof of necessary optimality conditions in the calculus of variations and optimal control. Motivated by this fact, we construct a new, right-weighted…