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Pontryagin maximum principle for fractional ordinary optimal control problems
Authors:Rafal Kamocki
Institution:Faculty of Mathematics and Computer Science, Chair of Differential Equations and Computer Science, University of Lodz, , Banacha 22, 90‐238 Lodz Poland
Abstract:In the paper, fractional systems with Riemann–Liouville derivatives are studied. A theorem on the existence and uniqueness of a solution of a fractional ordinary Cauchy problem is given. Next, the Pontryagin maximum principle for nonlinear fractional control systems with a nonlinear integral performance index is proved. Copyright © 2013 John Wiley & Sons, Ltd.
Keywords:fractional derivatives and integrals  fractional differential equations  fractional ordinary Cauchy problem  maximum principle
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