Value functional and optimal feedback control in linear-quadratic optimal control problem for fractional-order system

Abstract

In this paper, a finite-horizon optimal control problem involving a dynamical system described by a linear Caputo fractional differential equation and a quadratic cost functional is considered. An explicit formula for the value functional is given, which includes a solution of a certain Fredholm integral equation. A step-by-step feedback control procedure for constructing $\epsilon$-optimal controls with any accuracy $\epsilon >0$ is proposed. The basis for obtaining these results is the study of a solution of the associated Hamilton-Jacobi-Bellman equation with so-called fractional coinvariant derivatives.

References in corpus (1)

• Causal State Feedback Representation for Linear Quadratic Optimal Control Problems of Singular Volterra Integral Equations