Optimal Control Problems Governed by Fractional Differential Equations with Control Constraints

Abstract

A class of optimal control problems governed by fractional differential equations with control constraints and free right end point is considered. We first prove a result on the existence of optimal solutions for the case where the state equation may be nonlinear in control variable. Then we establish first- and second-order optimality conditions for locally optimal solutions to the general problem. When $\frac{1}2<\alpha<1$, a theory of no-gap second-order conditions is obtained. A result on regularity of optimal solution for the case where the state equation is linear in control variable is also given.

Keywords

  1. optimal control
  2. fractional differential equation
  3. solution existence
  4. first-order and second-order optimality conditions
  5. regularity of optimal solutions

MSC codes

  1. 49K15
  2. 90C29

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Information & Authors

Information

Published In

cover image SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
Pages: 1732 - 1762
ISSN (online): 1095-7138

History

Submitted: 1 July 2021
Accepted: 7 March 2022
Published online: 14 June 2022

Keywords

  1. optimal control
  2. fractional differential equation
  3. solution existence
  4. first-order and second-order optimality conditions
  5. regularity of optimal solutions

MSC codes

  1. 49K15
  2. 90C29

Authors

Affiliations

Funding Information

Russian Foundation for Basic Research https://doi.org/10.13039/501100002261 : 21-51-54003

Funding Information

Vietnam Academy of Science and Technology https://doi.org/10.13039/100012046 : QTRU 01-01/21-22

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