Abstract:
For a dynamical system described by differential equations with Caputo fractional derivatives of order $\alpha \in (0,1)$, we consider a minimax–maximin differential game with a performance index that estimates the motion of the system on a fixed finite time interval. We obtain differential inequalities that characterize the value functional of the game in terms of appropriate directional derivatives.
Citation:
M. I. Gomoyunov, N. Yu. Lukoyanov, “Differential Games in Fractional-Order Systems: Inequalities for Directional Derivatives of the Value Functional”, Optimal Control and Differential Games, Collected papers, Trudy Mat. Inst. Steklova, 315, Steklov Math. Inst., Moscow, 2021, 74–94; Proc. Steklov Inst. Math., 315 (2021), 65–84
\Bibitem{GomLuk21}
\by M.~I.~Gomoyunov, N.~Yu.~Lukoyanov
\paper Differential Games in Fractional-Order Systems: Inequalities for Directional Derivatives of the Value Functional
\inbook Optimal Control and Differential Games
\bookinfo Collected papers
\serial Trudy Mat. Inst. Steklova
\yr 2021
\vol 315
\pages 74--94
\publ Steklov Math. Inst.
\publaddr Moscow
\mathnet{http://mi.mathnet.ru/tm4227}
\crossref{https://doi.org/10.4213/tm4227}
\transl
\jour Proc. Steklov Inst. Math.
\yr 2021
\vol 315
\pages 65--84
\crossref{https://doi.org/10.1134/S0081543821050060}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000745120000006}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85115420322}
Linking options:
https://www.mathnet.ru/eng/tm4227
https://doi.org/10.4213/tm4227
https://www.mathnet.ru/eng/tm/v315/p74
This publication is cited in the following 7 articles:
M. I. Gomoyunov, N. Yu. Lukoyanov, “Minimax solutions of Hamilton–Jacobi equations in dynamic optimization problems for hereditary systems”, Russian Math. Surveys, 79:2 (2024), 229–324
M.I. Gomoyunov, “On viscosity solutions of path-dependent Hamilton–Jacobi–Bellman–Isaacs equations for fractional-order systems”, Journal of Differential Equations, 399 (2024), 335
A. V. Kim, “Vvedenie v teoriyu pozitsionnykh differentsialnykh igr sistem s posledeistviem (na osnove metodologii $i$-gladkogo analiza”, Vestnik rossiiskikh universitetov. Matematika, 29:147 (2024), 268–295
M. I. Gomoyunov, “On optimal positional strategies in fractional optimal control problems”, Mathematical Optimization Theory and Operations Research, Lecture Notes in Computer Science, 13930, 2023, 255
M. Gomoyunov, “Sensitivity analysis of value functional of fractional optimal control problem with application to feedback construction of near optimal controls”, Appl. Math. Optim., 88:2 (2023), 41
M. I. Gomoyunov, “On the relationship between the Pontryagin maximum principle and the Hamilton–Jacobi–Bellman equation in optimal control problems for fractional-order systems”, Diff Equat, 59:11 (2023), 1520
M. I. Gomoyunov, “On differentiability of solutions of fractional differential equations with respect to initial data”, Fract. Calc. Appl. Anal., 25:4 (2022), 1484