We consider optimal control problems with functional given by the ratio of two integrals (fractional optimal control problems). In particular, we focus on a special case with affine integrands and linear dynamics with respect to state and control. Since the standard optimal control theory cannot be used directly to solve a problem of this kind, we apply Dinkelbach’s approach to linearize it. Indeed, the fractional optimal control problem can be transformed into an equivalent monoparametric family { P q } of linear optimal control problems. The special structure of the class of problems considered allows solving the fractional problem either explicitly or requiring straightforward classical numerical techniques to solve a single equation. An application to advertising efficiency maximization is presented.

Dinkelbach Approach to Solving a Class of Fractional Optimal Control Problems

ELLERO, Andrea;FUNARI, Stefania;MORETTI, Elena
2009-01-01

Abstract

We consider optimal control problems with functional given by the ratio of two integrals (fractional optimal control problems). In particular, we focus on a special case with affine integrands and linear dynamics with respect to state and control. Since the standard optimal control theory cannot be used directly to solve a problem of this kind, we apply Dinkelbach’s approach to linearize it. Indeed, the fractional optimal control problem can be transformed into an equivalent monoparametric family { P q } of linear optimal control problems. The special structure of the class of problems considered allows solving the fractional problem either explicitly or requiring straightforward classical numerical techniques to solve a single equation. An application to advertising efficiency maximization is presented.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/27267
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