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In [1], we inaugurated a new area of optimal control (OC) theory that we called "periodic fractional OC theory," which was developed to find optimal ways to periodically control a fractional dynamic system. The typical mathematical…

Optimization and Control · Mathematics 2023-05-02 Kareem T. Elgindy

We consider a Bolza-type optimal control problem for a dynamical system described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1)$. The value of this problem is introduced as a functional in a…

Optimization and Control · Mathematics 2019-08-06 Mikhail I. Gomoyunov

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…

Optimization and Control · Mathematics 2024-12-24 Yuecai Han , Yuhang Li

A geometric derivation of numerical integrators for optimal control problems is proposed. It is based in the classical technique of generating functions adapted to the special features of optimal control problems.

Optimization and Control · Mathematics 2025-10-20 M. de Leon , D. Martin de Diego , A. Santamaria-Merino

We consider Hadamard fractional derivatives and integrals of variable fractional order. A new type of fractional operator, which we call the Hadamard-Marchaud fractional derivative, is also considered. The objective is to represent these…

Classical Analysis and ODEs · Mathematics 2015-03-17 Ricardo Almeida , Delfim F. M. Torres

The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…

Optimization and Control · Mathematics 2025-11-07 Christian Fiedler , Alessandro Scagliotti

We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…

Numerical Analysis · Mathematics 2016-07-08 Enrique Otarola

Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…

Optimization and Control · Mathematics 2025-01-08 Xiaoxiao Peng , Shijie Zhou

We design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…

Optimization and Control · Mathematics 2020-10-09 Marta D'Elia , Christian Glusa , Enrique Otarola

We consider an extension of the well-known Hamilton-Jacobi-Bellman (HJB) equation for fractional order dynamical systems in which a generalized performance index is considered for the related optimal control problem. Owing to the…

Optimization and Control · Mathematics 2018-11-29 Abolhassan Razminia , Mehdi AsadiZadehShiraz , Delfim F. M. Torres

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

Numerical Analysis · Mathematics 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray

In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…

Systems and Control · Computer Science 2012-03-27 Ebru Aydin Gol , Calin Belta

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

Particle Swarm Optimization technique offers optimal or suboptimal solution to multidimensional rough objective functions. In this paper, this optimization technique is used for designing fractional order PID controllers that give better…

Other Computer Science · Computer Science 2008-10-22 Deepyaman Maiti , Sagnik Biswas , Amit Konar

For a class of tempered fractional terminal value problems of the Caputo type, we study the existence and uniqueness of the solution, analyse the continuous dependence on the given data and using a shooting method, we present and discuss…

Numerical Analysis · Mathematics 2017-05-12 Luisa Morgado , Magda Rebelo

Fractional optimal control problems via a wide class of fractional operators with a general analytic kernel are introduced. Necessary optimality conditions of Pontryagin type for the considered problem are obtained after proving a Gronwall…

Optimization and Control · Mathematics 2021-09-24 Faical Ndairou , Delfim F. M. Torres

We present a fully discrete finite element method for the interior null controllability problem subject to the wave equation. For the numerical scheme, piece-wise affine continuous elements in space and finite differences in time are…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Lauri Oksanen

In this paper, we consider the approximate controllability of partial differential equations with time derivatives of non-integer order via boundary control. We first show the unique existence of the solution under smooth boundary…

Optimization and Control · Mathematics 2015-01-07 Kenichi Fujishiro
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