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arXiv · 2208.13998

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

Mikhail I. Gomoyunov
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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 $\varepsilon$-optimal controls with any accuracy $\varepsilon > 0$ 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.

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Mikhail I. Gomoyunov. 2022-08-30. Value functional and optimal feedback control in linear-quadratic optimal control problem for fractional-order system. https://doi.org/10.3934/mcrf.2023002

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