English
Related papers

Related papers: Noether's Theorem for Fractional Optimal Control P…

200 papers

This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on…

Analysis of PDEs · Mathematics 2021-07-12 Xiaobing Feng , Mitchell Sutton

Recently, the fractional Noether's theorem derived by G. Frederico and D.F.M. Torres in Appl. Math. Comp. 217,3,2010 was proved to be wrong by R.A.C. Ferreira and A.B. Malinowska in JMAA 429, 2, 2015 using a counterexample and doubts are…

Optimization and Control · Mathematics 2018-02-07 Jacky Cresson , Anna Szafranska

In the present work, we formulate a necessary condition for functionals with Lagrangians depending on fractional derivatives of differentiable functions to possess an extremum. The Euler-Lagrange equation we obtained generalizes previously…

Mathematical Physics · Physics 2013-08-01 Matheus Jatkoske Lazo

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…

Optimization and Control · Mathematics 2016-10-25 Ricardo Almeida , Delfim F. M. Torres

We establish a generalization of Noether theorem for stochastic optimal control problems. Exploiting the tools of jet bundles and contact geometry, we prove that from any (contact) symmetry of the Hamilton-Jacobi-Bellman equation associated…

Optimization and Control · Mathematics 2021-05-04 Francesco C. De Vecchi , Elisa Mastrogiacomo , Mattia Turra , Stefania Ugolini

This paper provides necessary and sufficient conditions of optimality for variational problems that deal with a fractional derivative with respect to another function. Fractional Euler--Lagrange equations are established for the fundamental…

Optimization and Control · Mathematics 2017-02-06 Ricardo Almeida

Two applications of the Noether method for fluids and plasmas are presented based on the Euler-Lagrange and Euler-Poincare variational principles, which depend on whether the dynamical fields are to be varied independently or not,…

Plasma Physics · Physics 2015-06-26 Alain J. Brizard

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…

Optimization and Control · Mathematics 2010-09-20 Agnieszka B. Malinowska , Moulay Rchid Sidi Ammi , Delfim F. M. Torres

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…

Optimization and Control · Mathematics 2011-12-16 Agnieszka B. Malinowska , Delfim F. M. Torres

We review some recent results of the fractional variational calculus. Necessary optimality conditions of Euler-Lagrange type for functionals with a Lagrangian containing left and right Caputo derivatives are given. Several problems are…

Optimization and Control · Mathematics 2011-11-29 Ricardo Almeida , Agnieszka B. Malinowska , Delfim F. M. Torres

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…

Optimization and Control · Mathematics 2020-08-10 Houssine Zine , Delfim F. M. Torres

We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general…

Optimization and Control · Mathematics 2014-07-24 Mohammed Benharrat , Delfim F. M. Torres

We consider distributed-order non-local fractional optimal control problems with controls taking values on a closed set and prove a strong necessary optimality condition of Pontryagin type. The possibility that admissible controls are…

Optimization and Control · Mathematics 2021-08-10 Faical Ndairou , Delfim F. M. Torres

The main purpose of this paper is to study the fractional-order model with Caputo derivative associated to Lagrange system. For this fractional-order system we investigate the existence and uniqueness of solutions of initial value problem,…

Dynamical Systems · Mathematics 2022-11-22 Mihai Ivan

We develop a non-anticipating calculus of variations for functionals on a space of laws of continuous semi-martingales, which extends the classical one. We extend Hamilton's least action principle and Noether's theorem to this generalized…

Probability · Mathematics 2015-01-22 Ana Bela Cruzeiro , Rémi Lassalle

In the present work, we formulate a generalization of the Noether Theorem for action-dependent Lagrangian functions. The Noether's theorem is one of the most important theorems for physics. It is well known that all conservation laws,…

Mathematical Physics · Physics 2019-06-17 M. J. Lazo , J. Paiva , G. S. F. Frederico

We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and…

Optimization and Control · Mathematics 2011-11-11 Ricardo Almeida , Shakoor Pooseh , Delfim F. M. Torres

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

Based on a method introduced by Leitmann [Internat. J. Non-Linear Mech. {\bf 2} (1967), 55--59], we exhibit exact solutions for some fractional optimization problems of the calculus of variations and optimal control.

Optimization and Control · Mathematics 2010-09-29 Ricardo Almeida , Delfim F. M. Torres

We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A…

Optimization and Control · Mathematics 2013-06-04 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres