Pontryagin Maximum Principle for Distributed-Order Fractional Systems
arXiv:2108.03600 · doi:10.3390/math9161883
Abstract
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 subject to pointwise constraints is new and requires more sophisticated techniques to include a maximality condition. We start by proving results on continuity of solutions due to needle-like control perturbations. Then, we derive a differentiability result on the state solutions with respect to the perturbed trajectories. We end by stating and proving the Pontryagin maximum principle for distributed-order fractional optimal control problems, illustrating its applicability with an example.
This is a preprint of a paper whose final and definite form is published Open Access in 'Mathematics', available in [https://doi.org/10.3390/math9161883]. Please cite this article as: F. Ndaïrou and D. F. M. Torres, Pontryagin Maximum Principle for Distributed-Order Fractional Systems, Mathematics 9 (2021), no. 16, Art. 1883, 12 pp