Related papers: A numerical approach for solving fractional optima…
The aim of the present paper is to contribute to the development of the study of Cauchy problems involving Riemann-Liouville and Caputo fractional derivatives. Firstly existence-uniqueness results for solutions of non-linear Cauchy problems…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
Derivative based optimization methods are efficient at solving optimal control problems near local optima. However, their ability to converge halts when derivative information vanishes. The inference approach to optimal control does not…
We investigate $C^1$ finite element methods for one dimensional elliptic distributed optimal control problems with pointwise constraints on the derivative of the state formulated as fourth order variational inequalities for the state…
We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…
A new method is developed for accurately approximating the solution to state-variable inequality path constrained optimal control problems using a multiple-domain adaptive Legendre-Gauss-Radau collocation method. The method consists of the…
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…
In this paper, we propose a novel computational method for solving non-linear optimal control problems. The method is based on the use of Fourier--Hermite series for approximating the action-value function arising in dynamic programming…
In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
We prove necessary optimality conditions, in the class of continuous functions, for variational problems defined with Jumarie's modified Riemann-Liouville derivative. The fractional basic problem of the calculus of variations with free…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
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.
Using the recent weighted generalized fractional order operators of Hattaf, a general fractional optimal control problem without constraints on the values of the control functions is formulated and a corresponding (weak) version of…
In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
This paper introduces a new accurate model for periodic fractional optimal control problems (PFOCPs) using Riemann-Liouville (RL) and Caputo fractional derivatives (FDs) with sliding fixed memory lengths. The paper also provides a novel…
A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be…
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…
In this paper the singular Emden-Fowler equation of fractional order is introduced and a computational method is proposed for its numerical solution. For the approximation of the solutions we have used Boubaker polynomials and defined the…