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arXiv · 2210.06053

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

Mikhail Gomoyunov
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Abstract

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 $\alpha$. As an application of this result, we propose a new method for constructing an optimal positional (feedback) control strategy.

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Mikhail Gomoyunov. 2022-10-12. Sensitivity analysis of value functional of fractional optimal control problem with application to construction of optimal feedback control. https://doi.org/10.1007/s00245-023-10022-4

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