Mathematics – Optimization and Control
Scientific paper
2012-03-08
Mathematics
Optimization and Control
27 pages, 15 figures
Scientific paper
Fractional Pontryagin's systems emerge in the study of a class of fractional optimal control problems but they are not resolvable in most cases. In this paper, we suggest a numerical approach for these fractional systems. Precisely, we construct a variational integrator allowing to preserve at the discrete level their intrinsic variational structure. The variational integrator obtained is then called shifted discrete fractional Pontryagin's system. We provide a solved fractional example in a certain sense. It allows us to test in this paper the convergence of the variational integrator constructed. Finally, we also provide a discrete fractional Noether's theorem giving the existence of an explicit computable discrete constant of motion for shifted discrete fractional Pontryagin's systems admitting a discrete symmetry.
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