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Using the new conformable fractional derivative, which differs from the Riemann-Liouville and Caputo fractional derivatives, we reformulate the second-order conjugate boundary value problem in this new setting. Utilizing the corresponding…

Classical Analysis and ODEs · Mathematics 2014-11-21 Douglas R. Anderson , Richard I. Avery

We provide a fast and simple method to solve fractional variational problems with dependence on Hadamard fractional derivatives. Using a relation between the Hadamard fractional operator and a sum involving integer-order derivatives, we…

Optimization and Control · Mathematics 2014-05-07 Ricardo Almeida , Nuno R. O. Bastos , Delfim F. M. Torres

In this work we study the solutions to some fractional higher-order equations. Special cases in which time-fractional derivatives take integer values are also examined and the explicit solutions are presented. Such solutions can be…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

In this paper, we consider the indefinite fractional elliptic problem. A corresponding Liouville-type theorem for the indefinite fractional elliptic equations is established. Furthermore, we obtain a priori bound for solutions in a bounded…

Analysis of PDEs · Mathematics 2014-04-08 Wenxiong Chen , Jiuyi Zhu

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…

Optimization and Control · Mathematics 2019-08-27 Rui A. C. Ferreira

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

The least action principle, through its variational formulation, possesses a finalist aspect. It explicitly appears in the fractional calculus framework, where Euler-Lagrange equations obtained so far violate the causality principle. In…

Mathematical Physics · Physics 2009-08-07 Jacky Cresson , Pierre Inizan

An extension of Riewe's fractional Hamiltonian formulation is presented for fractional constrained systems. The conditions of consistency of the set of constraints with equations of motion are investigated. Three examples of fractional…

Mathematical Physics · Physics 2009-11-11 S. Muslih , D. Baleanu

In this paper we study $2$nd order $L^\infty$ variational problems, through seeking to minimise a supremal functional involving the Hessian of admissible functions as well as lower-order terms. Specifically, given a bounded domain…

Analysis of PDEs · Mathematics 2025-01-14 Ben Dutton , Nikos Katzourakis

Multi-variable nonlinear fuzzy optimization problem is considered under linear order relation on fuzzy numbers. Using gH-differentiability of a fuzzy-valued function $\tilde{f}$, new necessary and sufficient optimality conditions are…

General Mathematics · Mathematics 2018-02-28 Umme Salma M. Pirzada

In this paper, we consider the cardinality-constrained optimization problems and propose a new sequential optimality condition for the continuous relaxation reformulation which is popular recently. It is stronger than the existing results…

Optimization and Control · Mathematics 2021-10-05 Liping Pang , Menglong Xue , Na Xu

We consider the classical optimal dividends problem under the Cram\'er-Lundberg model with exponential claim sizes subject to a constraint on the time of ruin. We introduce the dual problem and show that the complementary slackness…

Optimization and Control · Mathematics 2015-12-08 Camilo Hernandez , Mauricio Junca

Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn

In this paper, we study existence results for initial value problems for hybrid fractional integro-differential equations. Our investigation is based on the Dhage hybrid fixed point theorem. Some fundamental fractional differential…

Functional Analysis · Mathematics 2020-09-29 Sh. M Al-Issa

We consider a problem of optimal investment with intermediate consumption in the framework of an incomplete semimartingale model of a financial market. We show that a necessary and sufficient condition for the validity of key assertions of…

Portfolio Management · Quantitative Finance 2012-07-17 Oleksii Mostovyi

This work contains an exposition of foundations of the variational calculus in fibered manifolds. The emphasis is laid on the geometric aspects of the theory. Especially functionals defined by real functions (Lagrange functions) or…

Mathematical Physics · Physics 2007-05-23 Demeter Krupka

Higher-order optimization problems naturally appear when investigating the effects of a patent with finite length, as in the pioneering work of Futagami and Iwaisako (2007). In this paper, we establish the Euler equations and transversality…

Optimization and Control · Mathematics 2012-03-20 Dapeng Cai , Takashi Gyoshin Nitta

We consider non-autonomous calculus of variations problems with a state constraint represented by a given closed set. We prove that if the interior of the Clarke tangent cone of the state constraint set is non-empty (this is the constraint…

Optimization and Control · Mathematics 2018-10-22 Nathalie Khalil , Sofia O. Lopes

We obtain necessary optimality conditions for higher-order infinite horizon problems of the calculus of variations via discrete quantum operators.

Optimization and Control · Mathematics 2012-09-11 Natalia Martins , Delfim F. M. Torres

The purpose of this work is the formulation of optimality conditions for phase-field optimal control problems. The forward problem is first stated as an abstract nonlinear optimization problem, and then the necessary optimality conditions…

Optimization and Control · Mathematics 2023-10-06 Denis Khimin , Johannes Lankeit , Marc C. Steinbach , Thomas Wick
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