On the Relationship Between the Pontryagin Maximum Principle and the Hamilton–Jacobi–Bellman Equation in Optimal Control Problems for Fractional-Order Systems

Author:

Gomoyunov M. I.

Publisher

Pleiades Publishing Ltd

Subject

General Mathematics,Analysis

Reference17 articles.

1. Kilbas, A.A., Srivastava, H.M., and Trujillo, J.J., Theory and Applications of Fractional Differential Equations, Amsterdam: Elsevier, 2006.

2. Diethelm, K., The Analysis of Fractional Differential Equations: An Application-Oriented Exposition Using Differential Operators of Caputo Type, Berlin: Springer, 2010.

3. Samko, S.G., Kilbas, A.A., and Marichev, O.I., Integraly i proizvodnye drobnogo poryadka i nekotorye ikh prilozheniya (Fractional Integrals and Derivatives with Some Applications), Minsk: Nauka Tekh., 1987.

4. Bourdin, L., Cauchy–Lipschitz theory for fractional multi-order dynamics: state-transition matrices, Duhamel formulas and duality theorems, Differ. Integr. Equat., 2018, vol. 31, no. 7/8, pp. 559–594.

5. Gomoyunov, M.I., Solution to a zero-sum differential game with fractional dynamics via approximations, Dyn. Games Appl., 2020, vol. 10, no. 2, pp. 417–443.

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