Noether's Theorem for Fractional Optimal Control Problems
Gastao S. F. Frederico, Delfim F. M. Torres
备注：
To be presented at FDA'06 - 2nd IFAC Workshop on Fractional Differentiation and its Applications, 19-21 July 2006, Porto, Portugal. Accepted (07-March-2006) for the Conference Proceedings
发表信息：
Proceedings of the 2nd IFAC Workshop on Fractional Differentiation and its Applications, 19-21 July 2006, Porto, pp. 142--147
We begin by reporting on some recent results of the authors (Frederico and Torres, 2006), concerning the use of the fractional Euler-Lagrange notion to prove a Noether-like theorem for the problems of the calculus of variations with fractional derivatives. We then obtain, following the Lagrange multiplier technique used in (Agrawal, 2004), a new version of Noether's theorem to fractional optimal control systems.
The study of fractional variational problems with derivatives in the sense of Caputo is a recent subject, the main results being Agrawal's necessary optimality conditions of Euler-Lagrange and respective transversality conditions. Using Agrawal's Euler-Lagrange equation and the Lagrange multiplier technique, we obtain here a Noether-like theorem for fractional optimal control problems in the sense of Caputo.
We prove a Noether's theorem for fractional variational problems with Riesz-Caputo derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples in the fractional context of the calculus of variations and optimal control are given.
Fractional (or non-integer) differentiation is an important concept both from theoretical and applicational points of view. The study of problems of the calculus of variations with fractional derivatives is a rather recent subject, the main result being the fractional necessary optimality condition of Euler-Lagrange obtained in 2002. Here we use the notion of Euler-Lagrange fractional extremal to prove a Noether-type theorem. For that we propose a generalization of the classical concept of conservation law, introducing an appropriate fractional operator.
Since the seminal work of Emmy Noether it is well know that all conservations laws in physics, \textrm{e.g.}, conservation of energy or conservation of momentum, are directly related to the invariance of the action under a family of transformations. However, the classical Noether's theorem can not yields informations about constants of motion for non-conservative systems since it is not possible to formulate physically meaningful Lagragians for this kind of systems in classical calculus of variation. On the other hand, in recent years the fractional calculus of variation within Lagrangians dep…
We prove a necessary optimality condition of Euler-Lagrange type for fractional variational problems with derivatives of incommensurate variable order. This allows us to state a version of Noether's theorem without transformation of the independent (time) variable. Considered derivatives of variable order are defined in the sense of Caputo.
In the present work, by taking advantage of a so-called practical limitation of fractional derivatives, namely, the absence of a simple chain and Leibniz's rules, we proposed a generalized fractional calculus of variation where the Lagrangian function depends on fractional derivatives of differentiable functions. The Euler-Lagrange equation we obtained generalizes previously results and enables us to construct simple Lagrangians for nonlinear systems. Furthermore, in our main result, we formulate a Noether-type theorem for these problems that provides us with a means to obtain conservative qua…
This paper presents the Euler-Lagrange equations for fractional variational problems with multiple integrals. The fractional Noether-type theorem for conservative and nonconservative generalized physical systems is proved. Our approach uses well-known notion of the Riemann-Liouville fractional derivative.
We prove Noether-type theorems for fractional isoperimetric variational problems with Riemann-Liouville derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples, in the fractional context of the calculus of variations, are discussed.
Fractional Pontryagin's systems emerge in the study of a class of fractional optimal control problems but they are not resolvable in most cases. In this paper, we suggest a numerical approach for these fractional systems. Precisely, we construct a variational integrator allowing to preserve at the discrete level their intrinsic variational structure. The variational integrator obtained is then called shifted discrete fractional Pontryagin's system. We provide a solved fractional example in a certain sense. It allows us to test in this paper the convergence of the variational integrator constru…
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 momen…
In this paper, we study a class of fractional optimal control problems. A necessary condition for the existence of an optimal control is provided in the literature. It is commonly given as the existence of a solution of a fractional Pontryagin's system and the proof is based on the introduction of a Lagrange multiplier. Assuming an additional condition on these problems, we suggest a new presentation of this result with a proof using only classical mathematical tools adapted to the fractional case: calculus of variations, Gronwall's Lemma, Cauchy-Lipschitz Theorem and stability under perturbat…
We prove a Noether type symmetry theorem to fractional problems of the calculus of variations with classical and Riemann-Liouville derivatives. As result, we obtain constants of motion (in the classical sense) that are valid along the mixed classical/fractional Euler-Lagrange extremals. Both Lagrangian and Hamiltonian versions of the Noether theorem are obtained. Finally, we extend our Noether's theorem to more general problems of optimal control with classical and Riemann-Liouville derivatives.
For nonsmooth Euler-Lagrange extremals, Noether's conservation laws cease to be valid. We show that Emmy Noether's theorem of the calculus of variations is still valid in the wider class of Lipschitz functions, as long as one restrict the Euler-Lagrange extremals to those which satisfy the DuBois-Reymond necessary condition. In the smooth case all Euler-Lagrange extremals are DuBois-Reymond extremals, and the result gives a proper extension of the classical Noether's theorem. This is in contrast with the recent developments of Noether's symmetry theorems to the optimal control setting, which g…
We obtain a version of Noether's invariance theorem for optimal control problems with a finite number of cost functionals. The result is obtained by formulating E. Noether's result to optimal control problems subject to isoperimetric constraints, and then using the unimprovable (Pareto) notion of optimality. A result of this kind was posed to the author, as a mathematical open question, of great interest in applications of control engineering, by A. Gugushvili.
We extend Noether's theorem to dynamical optimal control systems being under the action of nonconservative forces. A systematic way of calculating conservation laws for nonconservative optimal control problems is given. As a corollary, the conserved quantities previously obtained in the literature for nonconservative problems of mechanics and the calculus of variations are derived.
We extend Noether's symmetry theorem to the fractional Riemann-Liouville integral functionals of the calculus of variations recently introduced by El-Nabulsi.
We obtain a nonsmooth higher-order extension of Noether's symmetry theorem for variational isoperimetric problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed higher-order Euler--Lagrange extremals are restricted to those that satisfy the delayed higher-order DuBois--Reymond necessary optimality condition. The important case of delayed isoperimetric optimal control problems is considered as well.
Recently, the fractional Noether's theorem derived by G. Frederico and D.F.M. Torres in Appl. Math. Comp. 217,3,2010 was proved to be wrong by R.A.C. Ferreira and A.B. Malinowska in JMAA 429, 2, 2015 using a counterexample and doubts are stated about the validity of other Noether's type Theorem, in particular(JMAA 334, 2007,Theorem 32). However, the counterexample does not explain why and where the proof given in Appl. Math. Comp. 217,3,2010 does not work. In this paper, we make a detailed analysis of the proof proposed by G. Frederico and D.F.M. Torres in JMAA 334, 2007 which is based on a fr…
We obtain a nonsmooth extension of Noether's symmetry theorem for variational problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed Euler-Lagrange extremals are restricted to those that satisfy the DuBois-Reymond necessary optimality condition. The important case of delayed variational problems with higher-order derivatives is considered as well.
We prove a DuBois-Reymond necessary optimality condition and a Noether symmetry theorem to the recent quantum variational calculus of Cresson. The results are valid for problems of the calculus of variations with functionals defined on sets of nondifferentiable functions. As an application, we obtain a constant of motion for a linear Schrodinger equation.
In the present work, we formulate a generalization of the Noether Theorem for action-dependent Lagrangian functions. The Noether's theorem is one of the most important theorems for physics. It is well known that all conservation laws, \textrm{e.g.}, conservation of energy and momentum, are directly related to the invariance of the action under a family of transformations. However, the classical Noether theorem cannot be applied to study non-conservative systems because it is not possible to formulate physically meaningful Lagrangian functions for this kind of systems in the classical calculus …
We extend the second Noether theorem to variational problems on time scales. Our result provides as corollaries the classical second Noether theorem, the second Noether theorem for the $h$-calculus and the second Noether theorem for the $q$-calculus.
We show that for any variational symmetry of the problem of the calculus of variations on time scales there exists a conserved quantity along the respective Euler-Lagrange extremals.
We begin by presenting the classical deterministic problems of the calculus of variations, with emphasis on the necessary optimality conditions of Euler-Lagrange and the Noether theorem. As examples of application, we obtain the conservation laws of momentum and energy from mechanics, valid along the Euler-Lagrange extremals. We then introduce the stochastic calculus of variations, proving a recent stochastic Noether-type theorem obtained by Cresson. We end by pointing out an interesting open problem.
We prove a Noether-type symmetry theorem and a DuBois-Reymond necessary optimality condition for nabla problems of the calculus of variations on time scales.
The theory of the calculus of variations for fuzzy systems was recently initiated in [7], with the proof of the fuzzy Euler-Lagrange equation. Using fuzzy Euler-Lagrange equation, we obtain here a Noether-like theorem for fuzzy variational problems.
We extend the DuBois-Reymond necessary optimality condition and Noether's first theorem to variational problems of Herglotz type with time delay. Our results provide, as corollaries, the DuBois-Reymond necessary optimality condition and the first Noether theorem for variational problems with time delay recently proved in [Numer. Algebra Control Optim. 2 (2012), no. 3, 619-630]. Our main result is also a generalization of the first Noether-type theorem for the generalized variational principle of Herglotz proved in [Topol. Methods Nonlinear Anal. 20 (2002), no. 2, 261-273].
We extend the DuBois-Reymond necessary optimality condition and Noether's symmetry theorem to the time delay variational setting. Both Lagrangian and Hamiltonian versions of Noether's theorem are proved, covering problems of the calculus of variations and optimal control with delays.
We prove a generalization of Noether's theorem for optimal control problems defined on time scales. Particularly, our results can be used for discrete-time, quantum, and continuous-time optimal control problems. The generalization involves a one-parameter family of maps which depend also on the control and a Lagrangian which is invariant up to an addition of an exact delta differential. We apply our results to some concrete optimal control problems on an arbitrary time scale.
We establish a generalization of Noether theorem for stochastic optimal control problems. Exploiting the tools of jet bundles and contact geometry, we prove that from any (contact) symmetry of the Hamilton-Jacobi-Bellman equation associated to an optimal control problem it is possible to build a related local martingale. Moreover, we provide an application of the theoretical results to Merton's optimal portfolio problem, showing that this model admits infinitely many conserved quantities in the form of local martingales.
We approach higher-order variational problems of Herglotz type from an optimal control point of view. Using optimal control theory, we derive a generalized Euler-Lagrange equation, transversality conditions, a DuBois-Reymond necessary optimality condition and Noether's theorem for Herglotz's type higher-order variational problems, valid for piecewise smooth functions.
