Pontryagin Maximum Principle for Distributed-Order Fractional Systems

Abstract

We consider distributed-order non-local fractional optimal control problems with controls taking values on a closed set and prove a strong necessary optimality condition of Pontryagin type. The possibility that admissible controls are subject to pointwise constraints is new and requires more sophisticated techniques to include a maximality condition. We start by proving results on continuity of solutions due to needle-like control perturbations. Then, we derive a differentiability result on the state solutions with respect to the perturbed trajectories. We end by stating and proving the Pontryagin maximum principle for distributed-order fractional optimal control problems, illustrating its applicability with an example.