Necessary first and second order optimality conditions for a fractional order differential equation with state delay

2024/01/24 by Gasimov, Jasarat J., Mahmudov, Nazim I.
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2401.13813

Abstract

In this research paper, we examine an optimal control problem involving a dynamical system governed by a nonlinear Caputo fractional time-delay state equation. The primary objective of this study is to obtain the necessary conditions for optimality, both the first and second order, for the Caputo fractional time-delay optimal control problem. We derive the first-order necessary condition for optimality for the given fractional time-delay optimal control problem. Moreover, we focus on a case where the Pontryagin maximum principle degenerates, meaning that it is satisfied in a tivial manner. Consequently, we proceed to derive the second order optimality conditions specific to the problem under investigation. At the end illustrative examples are provided.

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