Fractional optimal control problem for variable-order differential systems

Abstract

Abstract In this paper, we apply the classical control theory to a variable order fractional differential system in a bounded domain. The Fractional Optimal Control Problem (FOCP) for variable order differential system is considered. The fractional time derivative is considered in a Caputo sense. We first study by using the Lax-Milgram Theorem, the existence and the uniqueness of the solution of the variable order fractional differential system in a Hilbert space. Then we show that the considered optimal control problem has a unique solution. The performance index of a (FOCP) is considered as a function of both state and control variables, and the dynamic constraints are expressed by a Partial Fractional Differential Equation (PFDE) with variable order. The time horizon is fixed. Finally, we impose some constraints on the boundary control. Interpreting the Euler-Lagrange first order optimality condition with an adjoint problem defined by means of right fractional Caputo derivative, we obtain an optimality system for the optimal control. Some examples are analyzed in details.