论文标题

敏感性分析分数最佳控制问题的价值功能,并应用于最佳反馈控制的构建

Sensitivity analysis of value functional of fractional optimal control problem with application to construction of optimal feedback control

论文作者

Gomoyunov, Mikhail

论文摘要

我们考虑了由Caputo分数微分方程和终端成本功能描述的动力系统的最佳控制问题。我们证明,在某些假设下,此问题的(通常平滑,通常)的值功能具有订单$α$的定向可不同性的属性。作为此结果的应用,我们提出了一种构建最佳位置(反馈)控制策略的新方法。

We consider an optimal control problem for a dynamical system described by a Caputo fractional differential equation and a terminal cost functional. We prove that, under certain assumptions, the (non-smooth, in general) value functional of this problem has a property of directional differentiability of order $α$. As an application of this result, we propose a new method for constructing an optimal positional (feedback) control strategy.

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