Mathematics – Optimization and Control
Scientific paper
2012-03-07
Mathematics
Optimization and Control
24 pages
Scientific paper
In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional Pontryagin's system and the proof is based on the introduction of a Lagrange multiplier. Assuming an additional condition on these problems, we suggest a new presentation of this result with a proof using only classical mathematical tools adapted to the fractional case: calculus of variations, Gronwall's Lemma, Cauchy-Lipschitz Theorem and stability under perturbations of differential equations. In this paper, we furthermore provide a way in order to transit from a classical optimal control problem to its fractional version via the Stanislavsky's formalism. We also solve a strict fractional example allowing to test numerical schemes. Finally, we state a fractional Noether's theorem giving the existence of an explicit constant of motion for fractional Pontryagin's systems admitting a symmetry.
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