Journal
FRACTAL AND FRACTIONAL
Volume 7, Issue 6, Pages -Publisher
MDPI
DOI: 10.3390/fractalfract7060477
Keywords
fractional calculus; calculus of variations; Euler-Lagrange equations; tempered fractional derivative; Mittag-Leffler function
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In this paper, the necessary conditions for optimizing a given functional involving a generalized tempered fractional derivative are investigated. The exponential function is replaced by the Mittag-Leffler function, and the kernel depends on an arbitrary increasing function. The Lagrangian depends on time, the state function, its fractional derivative, and a terminal cost function is added. Through variational techniques, the fractional Euler-Lagrange equation and its associated transversality conditions are proven, along with the optimization conditions for different fractional derivatives.
In this paper, we investigate the necessary conditions to optimize a given functional, involving a generalization of the tempered fractional derivative. The exponential function is replaced by the Mittag-Leffler function, and the kernel depends on an arbitrary increasing function. The Lagrangian depends on time, the state function, its fractional derivative, and we add a terminal cost function to the formulation of the problem. Since this new fractional derivative is presented in a general form, some previous works are our own particular cases. In addition, for different choices of the kernel, new results can be deduced. Using variational techniques, the fractional Euler-Lagrange equation is proved, as are its associated transversality conditions. The variational problem with additional constraints is also considered. Then, the question of minimizing functionals with an infinite interval of integration is addressed. To end, we study the case of the Herglotz variational problem, which generalizes the previous one. With this work, several optimization conditions are proven that can be useful for different optimization problems dealing with various fractional derivatives.
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