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arxiv: 0711.0609 · v1 · submitted 2007-11-05 · 🧮 math.OC · math-ph· math.MP

Fractional conservation laws in optimal control theory

classification 🧮 math.OC math-phmath.MP
keywords fractionalconservationcontrolhamiltonianoptimaltheoremaddsanymore
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Using the recent formulation of Noether's theorem for the problems of the calculus of variations with fractional derivatives, the Lagrange multiplier technique, and the fractional Euler-Lagrange equations, we prove a Noether-like theorem to the more general context of the fractional optimal control. As a corollary, it follows that in the fractional case the autonomous Hamiltonian does not define anymore a conservation law. Instead, it is proved that the fractional conservation law adds to the Hamiltonian a new term which depends on the fractional-order of differentiation, the generalized momentum, and the fractional derivative of the state variable.

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