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25 October 2020

12 Pages

Distributed-Order Non-Local Optimal Control

and
Center for Research and Development in Mathematics and Applications (CIDMA), Department of Mathematics, University of Aveiro, 3810-193 Aveiro, Portugal
*
Author to whom correspondence should be addressed.
†
This research is part of first author’s Ph.D. project, which is carried out at the University of Aveiro under the Doctoral Program in Applied Mathematics of Universities of Minho, Aveiro, and Porto (MAP-PDMA).
‡
These authors contributed equally to this work.

Abstract

Distributed-order fractional non-local operators were introduced and studied by Caputo at the end of the 20th century. They generalize fractional order derivatives/integrals in the sense that such operators are defined by a weighted integral of different orders of differentiation over a certain range. The subject of distributed-order non-local derivatives is currently under strong development due to its applications in modeling some complex real world phenomena. Fractional optimal control theory deals with the optimization of a performance index functional, subject to a fractional control system. One of the most important results in classical and fractional optimal control is the Pontryagin Maximum Principle, which gives a necessary optimality condition that every solution to the optimization problem must verify. In our work, we extend the fractional optimal control theory by considering dynamical system constraints depending on distributed-order fractional derivatives. Precisely, we prove a weak version of Pontryagin’s maximum principle and a sufficient optimality condition under appropriate convexity assumptions.

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