Fracrional Pontryagin

Research Article
Received 24 August 2012 Published online in Wiley Online Library

(wileyonlinelibrary.com) DOI: 10.1002/mma.2928
MOS subject classication: 26A33; 49K15; 49J15
Pontryagin maximumprinciple for fractional
ordinary optimal control problems
Rafal Kamocki
*
Communicated by M. A. Lachowicz
In the paper, fractional systems with RiemannLiouville derivatives are studied. A theorem on the existence and unique-
ness of a solution of a fractional ordinary Cauchy problemis given. Next, the Pontryagin maximumprinciple for nonlinear
fractional control systems with a nonlinear integral performance index is proved. Copyright 2013 John Wiley &Sons, Ltd.
Keywords: fractional derivatives and integrals; fractional differential equations; fractional ordinary Cauchy problem; maximum
principle
1. Introduction
In the last years, fractional calculus plays an important role in mathematics, physics, electronics, mechanics, and so on [15]. Recent
investigations have shown that the dynamic of many physical processes can be modeled accurately by using fractional differential
equations. If fractional differential equations contain a control variable and a performance index is given, we obtain a fractional opti-
mal control problem (FOCP). It is well known that the classical optimal control is a generalization of the calculus of variations. This is
exactly the same in the fractional context considered in this paper, where the literature concerning the fractional calculus of variations
is very rich and already well established (see [6] and references therein). In 2004 Agrawal, [7], using the Lagrange multipliers technique,
formulated necessary conditions for optimality for the following standard FOCP:
_
D
0
x
_
(t) =G(t, x(t), u(t)), t 0, 1|, (1)
x(0) =x
0
, (2)
J(u) =
1
_
0
F(t, x(t), u(t))dt min, (3)
where x(t) R
n
is the state variable, u(t) R
m
is the control variable,
_
D
0
x
_
(t) denotes the left RiemannLiouville derivative order
(0, 1) and F, G are two given functions possessing certain regularity properties with respect to x and u.
In the next years, the optimality conditions for the different modications of the earlier problem were investigated (see, e.g., [8, 9]).
In our article, we consider the following fractional control problem:
_
D
a
x
_
(t) =f (t, x(t), u(t)), t a, b| a.e. (4)
_
I
1-
a
x
_
(a) =x
0
, (5)
u(t) MR
m
, t a, b|, (6)
Faculty of Mathematics and Computer Science, Chair of Differential Equations and Computer Science, University of Lodz, Banacha 22, 90-238 Lodz, Poland
*Correspondence to: Rafal Kamocki, Faculty of Mathematics and Computer Science, Chair of Differential Equations and Computer Science, University of Lodz, Banacha
22, 90-238 Lodz, Poland.
E-mail: rafkam@math.uni.lodz.pl
Copyright 2013 John Wiley & Sons, Ltd. Math. Meth. Appl. Sci. 2013
R. KAMOCKI
J(x, u) =
b
_
a
f
0
(t, x(t), u(t))dt min, (7)
where f : a, b| R
n
MR
n
, f
0
: a, b| R
n
MR, x
0
R
n
and 0 < < 1.
Note that the initial condition (5) is different from the standard condition (2) considered in the literature of fractional variational
calculus in the sense of RiemannLiouville. However, its consideration is not new. The rst to introduce the initial condition (5) in the
study of fractional problems of the calculus of variations were Almeida and Torres [10, theorem 6.4] and Mozyrska and Torres [11] in
the context of fractional optimal control, where (5) is interpreted as an initial memory value. Several physical interpretations of this
condition are demonstrated in [12].
Main results of the paper are the optimality conditions of Pontryagin type for problems (4)(7), that is: adjoint system, that is, (27)
and (43); transversality condition, that is, (28) and (44); and the maximality/minimality condition, that is, (29) and (45). To obtain our
results in case of x
0
= 0 (Theorem 7), we use the smoothconvex extremum principle (Preliminaries). The maximum principle in case
of x
0
=0 (Theorem 9) is proved by using Theorem 7. Our method enables to replace the regularity assumptions with respect to u from
Agrawals method with certain convexity assumptions on functions f and f
0
, as well as to consider the case of a compact set M R
m
.
Note that main results were obtained under compactness of the set M. This assumption (in case of m = 1) appears also in [13], where
a fractional time-optimal control problemis studied by using the Pontryagin minimumprinciple. Results of such a type are well known
for M=R
m
[7, 8, 14, 15]. In [16], the particular case of problem (4)(7) with f (t, x, u) =u and M=R
m
is studied.
The paper is organized as follows. In Section 2, we shortly review necessary notions and facts from the fractional calculus, as well as
recall the extremum principle for smoothconvex problem. In Section 3, we consider the following Cauchy problem:
_ _
D
a
x
_
(t) =h(t, x(t)), t a, b| a.e.
_
I
1-
a
x
_
(a) =d,
(8)
where 0 < < 1, d R
n
, and h : a, b| R
n
R
n
. In monograph [3], results connected with the existence and uniqueness of a
solution to such a type problems are given. In this paper, to prove a theoremon the existence and uniqueness of a solution to problem
(8), we use a method different from that presented in [3]. This method is analogous to that used in [17]. Next, we use the obtained
theorem to the control system (4)(5) and derive existence of a unique solution corresponding to any control u() L
p
(a, b|, M).
In Section 4, we derive the main result of this paper, mentioned optimality conditions for problem (4)(7) (Theorems 7 and 9). In
Section 5, we demonstrate a simple illustrative example. We nish with conclusions contained in Section 6.
2. Preliminaries
First, we recall some basic denitions and results from the fractional calculus [3, 4].
Let > 0 and f () L
1
(a, b|, R
n
). The functions
_
I
a
f
_
(t) :=
1
I()
t
_
a
f (t)
(t t)
1-
dt,
_
I
b-
f
_
(t) :=
1
I()
b
_
t
f (t)
(t t)
1-
dt
dened for almost every t (a, b) are called the left-sided RiemannLiouville integral and the right-sided RiemannLiouville integral of the
function f () of order , respectively.
Now, let (0, 1) and f () L
1
(a, b|, R
n
). We say that the function f () possesses the left-sidedRiemannLiouville derivative
_
D
a
f
_
()
of order (the right-sided RiemannLiouville derivative
_
D
b-
f
_
() of order ), if
_
I
1-
a
f
_
()
__
I
1-
b-
f
_
()
_
has an absolutely continuous rep-
resentant on a, b| (i.e., there exists an absolutely continuous function on a, b| that is equal a.e. on a, b| to
_
I
1-
a
f
_
()
__
I
1-
b-
f
_
()
_
). In
such a case, we write
_
I
1-
a
f
_
() AC(a, b|, R
n
)
__
I
1-
b-
f
_
() AC(a, b|, R
n
)
_
and put
_
D
a
f
_
(t) :=
d
dt
_
I
1-
a
f
_
(t), t a, b| a.e.
_
_
D
b-
f
_
(t) :=
d
dt
_
I
1-
b-
f
_
(t), t a, b| a.e.
_
Let p _1. By I
a
(L
p
) and I
b-
(L
p
) we denote the sets
I
a
(L
p
) :=
f () : a, b| R
n
; J
g./L
p
.a,b,R
n
/
; f =I
a
g a.e. on a, b|
_
,
I
b-
(L
p
) :=
f () : a, b| R
n
; J
g./L
p
.a,b,R
n
/
; f =I
b-
g a.e. on a, b|
_
respectively. We identify functions from I
a
(L
p
)
_
I
b-
(L
p
)
_
equal almost everywhere on a, b|.
We have the following
Proposition 1 ([3, lemmas 2.4, 2.5 (a) and 2.6 (a)])
Let 0 < < 1 and p _1.
1. If f () L
p
(a, b|, R
n
), then
_
D
a
I
a
f
_
(t) =f (t) and
_
D
b-
I
b-
f
_
(t) =f (t), t a, b| a.e.
2. If f () I
a
(L
p
), then
_
I
a
D
a
f
_
(t) =f (t), t a, b| a.e.
3. If f () I
b-
(L
p
) then
_
I
b-
D
b-
f
_
(t) =f (t), t a, b| a.e.
In [4, Th. 2.3], the following characterization of the space I
a
(L
1
) is proved: f I
a
(L
1
) if and only if I
1-
a
f AC(a, b|, R
n
) and
_
I
1-
a
f
_
(a) =0. This characterization immediately implies
Proposition 2
Let f () L
1
(a, b|, R
n
). Then
f () I
a
(L
p
)
_
I
1-
a
f
_
() AC
p
(a, b|, R
n
) and
_
I
1-
a
f
_
(a) =0,
where AC
p
(a, b|, R
n
) =
f () AC(a, b|, R
n
) : f
t
() L
p
(a, b|, R
n
)
_
.
Similarly, we can prove
Proposition 3
If f () L
1
(a, b|, R
n
), then
f () I
b-
(L
p
)
_
I
1-
b-
f
_
() AC
p
(a, b|, R
n
) and
_
I
1-
b-
f
_
(b) =0.
It easy to check that the space I
a
(L
p
) with the norm
[[x()[[
I
aC
.L
p
/
:=[[
_
D
a
x
_
()[[
L
p
is complete, that is, it is the Banach space.
We have also the following rules of fractional integration by parts (see [3, lemma 2.7] or [4, formulas 2.20 and 2.64]):
Theorem1
Let > 0, p _ 1, q _ 1 and
1
p

1
q
_ 1
_
if
1
p

1
q
=1 then p =1 and q =1
_
. If f () L
p
(a, b|, R
n
) and g() L
q
(a, b|, R
n
),
then
b
_
a
f (t)
_
I
a
g
_
(t)dt =
b
_
a
g(t)
_
I
b-
f
_
(t)dt.
Theorem2
Let (0, 1), p _1, q _1 and
1
p

1
q
_1 .
_
if
1
p

1
q
=1 , then p =1 and q =1
_
. If f () I
b-
(L
p
) and g() I
a
(L
q
), then
b
_
a
f (t)
_
D
a
g
_
(t)dt =
b
_
a
g(t)(D
b-
f )(t)dt.
In conclusion of this section, we shall formulate so called smoothconvex optimal control problemand recall the extremumprinciple
for such problem [18]. These facts will be used in the proof of the main result of this paper (Theorem 7).
Let X and Y be Banach spaces, let U be an arbitrary set, let f
0
, . . . , f
n
be functions on X U, and let F : X U Y be a mapping of the
product X U into Y. We consider the problem
f
0
(x, u) inf; (9)
F(x, u) =0, (10)
R. KAMOCKI
f
1
(x, u) _0, . . . , f
n
(x, u) _0, (11)
u U. (12)
If the functions f
0
, . . . , f
n
and the mapping F satisfy certain conditions of smoothness in x and convexity in u (cf. Assumptions (a) and
(b) in Theorem 3), then the earlier problem is called the smoothconvex problem.
The Lagrange function for the earlier problem is given by formula
L(x, u, z
0
, . . . , z
n
, y
+
) =
n
i=0
z
i
f
i
(x, u) (y
+
F(x, u)),
where z
0
, . . . , z
n
are real numbers and y
+
Y
+
(dual space to Y).
We shall say that a pair (x
+
, u
+
) that satises the constraints (10)(12) is a local minimum point of problem (9)(12) if there exists a
neighborhood V of x
+
such that
f
0
(x
+
, u
+
) _f (x, u).
for any pair (x, u) X U satisfying constraints (10)(12).
Theorem3 (Smoothconvex extremum principle)
Let the point (x
+
, u
+
) satisfy conditions (10)(12). Further, assume that there exists a neighborhood V X of x
+
such that
(a) for every u U, the mapping x F(x, u) and the functions x f
i
(x, u), i =0, . . . , n, belong to the class C
1
at the point x
+
;
(b) for every x V, the mapping u F(x, u) and the functions u f
i
(x, u), i =0, . . . , n, satisfy the following convexity condition: for
every u
1
, u
2
U and 0, 1|, there exists a u U such that
F(x, u) =F(x, u
1
) (1 )F(x, u
2
), (13)
f
i
(x, u) _f
i
(x, u
1
) (1 )f
i
(x, u
2
), i =0, . . . , n; (14)
(c) the range ImF
x
(x
+
, u
+
) of the linear operator F
x
(x
+
, u
+
) : X Y is closed and has nite codimension in Y (i.e., complementary
subspace to ImF
x
(x
+
, u
+
) has nite dimension in Y).
Then, if (x
+
, u
+
) is a local minimum point of problem (9)(12), there exist Lagrange multipliers z
0
_ 0, . . . , z
n
_ 0, y
+
Y
+
, not all
zero, such that
L
x
(x
+
, u
+
, z
0
, . . . , z
n
, y
+
) =
n
i=0
z
i
f
ix
(x
+
, u
+
) F
+
x
(x
+
, u
+
)y
+
=0,
L(x
+
, u
+
, z
0
, . . . , z
n
, y
+
) =min
uU
L(x
+
, u, z
0
, . . . , z
n
, y
+
),
z
i
f
i
(x
+
, u
+
) =0 for i =1, . . . , n.
If, in addition to the conditions formulated,
(d) the image of the set X U under the mapping
(x, u) F
x
(x
+
, u
+
)x F(x
+
, u)
contains a neighborhood of the origin of Y, and if there exists a point (x, u) such that
F
x
(x
+
, u
+
)x F(x
+
, u) =0,
(f
ix
(x
+
, u
+
), x) f
i
(x
+
, u) < 0
for all i =1, . . . , n for which f
i
(x
+
, u
+
) =0, then z
0
=0 and it can be assumed that z
0
=1.
3. Existence and uniqueness of a solution to fractional order Cauchy problem
In this section, we prove a theorem on the existence and uniqueness of a solution to problem (8).
By a solution of problem (8), we mean a function x() I
a
(L
p
)
_

d
.t-a/
1
;

d R
n
_
, where p _ 1 and
_

d
.t-a/
1
;

d R
n
_
=
_
w : a, b| R
n
; w(t) =

d
.t-a/
1
for t (a, b) a.e. with some

d R
n
_
, satisfying the equation connected with this problem a.e. on

a, b| and initial condition.
We have the following technical result.
Lemma 1
If g() L
p
(a, b|, R
n
), 1 _p <o, > 0, then
[
_
I
a
g
_
(t)[
p
_c
_
I
a
[g[
p
_
(t), t a, b| a.e., (15)
with c =
_
.b-a/
.1/
_
p-1
.
Consequently,
_
I
a
g
_
() L
p
(a, b|, R
n
).
Proof
Let 1 < p <o. Applying Hlder inequality (with p and
1
1-
1
p
), we obtain
_
I
a
g
_
(t)
p
_
1
(I())
p
_
_
t
_
a
[g(t)[
1
(t t)
1-
dt
_
_
p
=
1
(I())
p
_
_
t
_
a
_
[g(t)[
p
1
(t t)
1-
_1
p
_
1
(t t)
1-
_
1-
1
p
dt
_
_
p
_
1
(I())
p
_
_
_
_
t
_
a
[g(t)[
p
(t t)
1-
dt
_
_
1
p
_
_
t
_
a
1
(t t)
1-
dt
_
_
1-
1
p
_
_
p
=
1
(I())
p-1
_
I
a
[g[
p
_
(t)
_
_
t
_
a
1
(t t)
1-
dt
_
_
p-1
=
1
(I())
p-1
_
I
a
[g[
p
_
(t)
_
1
(t a)
_
p-1
_c
_
I
a
[g[
p
_
(t),
for t a, b| a.e. Inequality for p =1 is obvious.
In paper [17], a theorem on the existence and uniqueness of a solution to problem (8) in the space I
a
(L
1
)
_

d
.t-a/
1
;

d R
n
_
has been proved. More precisely, rst, it has been considered the homogeneous problem (with d = 0). It has been proved that such
problem is equivalent to the following integral equation
(t) =h(t,
1
I()
t
_
a
(t)
(t t)
1-
dt), t a, b| a.e. (16)
in the set L
1
(a, b|, R
n
). Existence of a unique solution () L
1
(a, b|, R
n
) to this equation has been obtained by using the Banach
contraction principle. A unique solution to fractional homogeneous problem is given by x() =(I
a
)(()) I
a
(L
1
). Next, it has been
shown that point of existence of a solution to nonhomogeneous problem reduces to point of existence of a solution to homogeneous
problem and conversely.
We use this idea in a case p _1. So rst, let us consider the following homogeneous Cauchy problem
_ _
D
a
x
_
(t) =h(t, x(t)), t a, b| a.e.
_
I
1-
a
x
_
(a) =0,
(17)
where 0 < < 1 and h : a, b| R
n
R
n
.
By a solution of this problem, we mean a function x() I
a
(L
p
) satisfying the earlier equation (from Proposition 2 it follows that
each function belonging to I
a
(L
p
) satises initial condition).
We have
Theorem4
Let (0, 1) and p _1. If
1. the function h(, x) is measurable for any x R
n
;
2. there exists a constant N > 0 such that
[h(t, x
1
) h(t, x
2
)[ _N[x
1
x
2
[
for t a, b| a.e. and all x
1
, x
2
R
n
;
As in the case of set I
aC
.L
p
/, functions belonging to the set
_
Q d
.ta/
1
;

d R
n
_
and equal a.e. on a, b are identied.
R. KAMOCKI
3. the function a, b| t h(t, 0) R
n
belongs to L
p
(a, b|, R
n
),
then problem (17) possesses a unique solution x() I
a
(L
p
).
Proof
Let 0 < < 1 and p _ 1. Using the same arguments as in [17], we assert that problem (17) is equivalent to (16) in the set L
p
(a, b|, R
n
).
Moreover, from Lemma 1 and our assumptions it follows that the operator
S : L
p
(a, b|, R
n
) () h
_
,
_
I
_
()
_
L
p
_
a, b|, R
n
_
is well dened. Now, let us consider in L
p
(a, b|, R
n
) the Bielecki norm given by
[[[[[
k
:=
_
_
b
_
a
e
-kpt
[[(t)[
p
dt
_
_
1
p
,
where k > 0 is a xed constant. Using once again Lemma 1, Assumptions 13, and assumptions of Theorem 1, we obtain
[[S() S([)[[
p
k
=
b
_
a
e
-kpt
h
_
t,
_
I
_
(t)
_
h
_
t,
_
I
a
[
_
(t)
_
p
dt _N
p
b
_
a
e
-kpt
_
I
a
( [)(t)
_
p
dt
_cN
p
b
_
a
e
-kpt
_
I
a
[ [[
p
_
(t)dt =cN
p
b
_
a
[(t) [(t)[
p
_
I
b-
e
-kp
_
(t)dt
=cN
p
b
_
a
[(t) [(t)[
p
_
_
1
I()
b
_
t
e
-kp
(t t)
1-
dt
_
_
dt.
Note that
b
_
t
e
-kp
(t t)
1-
dt =
b-t
_
0
e
-kp.ts/
s
1-
ds =e
-kpt
b-t
_
0
e
-kps
s
-1
ds =e
-kpt
kp.b-t/
_
0
e
-r
r
-1
1
(kp)
-1
1
kp
dr
=
e
-kpt
(kp)
kp.b-t/
_
0
e
-r
r
-1
dr _
e
-kpt
(kp)
o
_
0
e
-r
r
-1
dr =I()e
-kpt
(kp)
-
.
So
[[S() S([)[[
p
k
_cN
p
b
_
a
[(t) [(t)[
p
_
1
I()
I()e
-kpt
(kp)
-
_
dt
=cN
p
(kp)
-
b
_
a
e
-kpt
[(t) [(t)[
p
dt =cN
p
(kp)
-
[[ [[[
p
k
,
where c =
_
.b-a/
.1/
_
p-1
. Let us notice that N(c(kp)
-
)
1
p
(0, 1) for sufciently large k and consequently the operator S has a unique
xed point. This means that problem (17) possesses a unique solution x() I
a
(L
p
).
Now, we consider the following Cauchy problem:
_ _
D
a
y
_
(t) =

h(t, y(t)), t a, b| a.e.
_
I
1-
a
y
_
(a) =d,
(18)
where d R
n
\{0] and

h : a, b| R
n
R
n
.
It easy to show that if x
+
() I
a
C
(L
p
) is a solution to problem (17) with the function h of the form
h(t, x, u) =

h
_
t, x
d
I()
1
(t a)
1-
_
, (19)
then the function
y
+
() =x
+
()
d
I()
1
(t a)
1-
(20)
is a solution to problem(18). Conversely, if y
+
() I
a
C
(L
p
)
_

d
.t-a/
1
;

d R
n
_
is a solution to problem(18) with the function

h of the
form
h(t, y, u) =h
_
t, y
d
(t a)
1-
_
,
then

d =
d
./
and
x
+
() =y
+
()
d
I()
1
(t a)
1-
is a solution to problem (17).
So, in an analogous way as in [17, theorem 3.2], we can prove the following
Theorem5
Let (0, 1) and 1 _p <
1
1-
. If
1. the function

h(, y) is measurable for any y R
n
;
2. there exists a constant N > 0 such that
[
h(t, y
1
)

h(t, y
2
)[ _N[y
1
y
2
[
for t a, b| a.e. and all y
1
, y
2
R
n
;
3. the function a, b| t

h(t, 0) R
n
belongs to L
p
(a, b|, R
n
),
then problem (18) possesses a unique solution y() I
a
(L
p
)
_

d
.t-a/
1
;

d R
n
_
.
4. The Pontryagin maximumprinciple
Let us consider the following FOCP:
_
D
a
C
x
_
(t) =f (t, x(t), u(t)), t a, b| a.e. (21)
_
I
1-
a
C
x
_
(a) =0, (22)
u(t) MR
m
, t a, b|, (23)
J(x, u) =
b
_
a
f
0
(t, x(t), u(t))dt min, (24)
where f : a, b| R
n
MR
n
, f
0
: a, b| R
n
MR, 0 < < 1.
From Theorem 4, we immediately obtain
Theorem6
Let (0, 1) and p _1. If
(a) f (, x, u) is measurable on a, b| for all x R
n
, u M, f (t, x, ) is continuous on M for t a, b| a.e. and all x R
n
;
(b) there exists N > 0 such that
[f (t, x
1
, u) f (t, x
2
, u)[ _N[x
1
x
2
[
for t a, b| a.e. and all x
1
, x
2
R
n
, u M;
R. KAMOCKI
(c) there exist r() L
p
(a, b|, R) and ; _0 such that
[f (t, 0, u)[ _r(t) ;[u[
for t a, b| a.e. and all u M,
then problems (21)(22) possess a unique solution x() I
a
(L
p
) corresponding to any control u() L
p
(a, b|, M).
Let
U
M
={u() L
1
(a, b|, R
m
); u(t) M, t a, b|].
We say, that a pair (x
+
(), u
+
()) I
a
(L
p
) U
M
is a locally optimal solution to problem (21)(24), if x
+
() is the solution of (21)-(22),
corresponding to the control u
+
() and there exists a neighborhood V of point x
+
() in I
a
(L
p
) such that
J(x
+
(), u
+
()) _J(x(), u())
for every pair (x(), u()) V U
M
satisfying (21)(22).
In the proof of the maximum principle, we use the following three lemmas.
Lemma 2
Let u
+
() U
M
and : a, b| MRbe such that (, u) is measurable on a, b| for any u Mand (t, ) is continuous on Mfor t a, b|
a.e. If
o<
b
_
a
(t, u
+
(t))dt _
b
_
a
(t, u(t))dt <o
for any u() U
M
, then
(t, u
+
(t)) _(t, u)
for t a, b| a.e. and u M.
The earlier lemma differ from the appropriate result proved in [19, lemma 6] in the control domainwe replace R
m
by M. It can be
proved in the same way as in [19], with the aid of the theoremon the measurability of the a superposition a, b| t g(t, u(t)) R
n
of
a Carathodory function g : a, b| MR
n
with a measurable one u() : a, b| M (see [18]).
Similarly, as in [19, lemma 5], one can prove
Lemma 3
Assume that
(A1) MR
m
is compact,
(A2) h(, x, u) is measurable on a, b| for all x R
n
, u M,
(A3) h(t, , u) is continuous on R
n
for a.e. t a, b| and all u M,
(A4) h(t, x, ) is continuous on M for a.e. t a, b| and all x R
n
,
(A5) for a.e. t a, b| and all x R
n
the set
h(t, x, M) :=
h(t, x, u) R
n
, u M
_
is convex.
Then for all u
1
, u
2
U
M
, x I
a
(L
p
) and 0, 1|, there existsu U
M
such, that
h (t, x(t),u(t)) =h (t, x(t), u
1
(t)) (1 ) h (t, x(t), u
2
(t))
for a.e. t a, b|.
Lemma 4
Let > 0, p _1. The operator I
a
is
1. Bounded in L
p
(a, b|, R
n
), that is,
[[I
a
f [[
L
p _K[[f [[
L
p
for f L
p
(a, b|, R
n
), where K =
.b-a/
.1/
.
2. If (0, 1) and 1 < p <
1
then operator I
a
: L
p
(a, b|, R
n
) L
q
(a, b|, R
n
), where q =
p
1-p
, is bounded.
Proof of the earlier lemma can be found in [4, theorem 2.6] (the rst part of lemma 4) and in [20, theorem 4] (the second part of
lemma 4).
Now, using Theorem 3, we shall derive necessary optimality conditions for a problem (21)(24).
Theorem7
Let 1 < p <oand (0, 1). We assume that M is compact and
(1
f
) f C
1
with respect to x R
n
and satises Assumptions (a)(c) of Theorem 6,
(2
f
) f
0
(, x, u) is measurable on a, b| for all x R
n
, u M and f
0
(t, x, ) is continuous on M for t a, b| a.e. and all x R
n
,
(3
f
) f
0
C
1
with respect to x R
n
and
[f
0
(t, x, u)[ _a
1
(t) C
1
[x[
p
, (25)
[(f
0
)
x
(t, x, u)[ _a
2
(t) C
2
[x[
p-1
(26)
for a.e. t a, b| and all x R
n
, u M, where a
2
L
p
0
_
a, b|, R
0
_ _
1
p

1
p
0
=1
_
, a
1
L
1
(a, b|, R
0
), C
1
, C
2
_0,
(4
f
) f
x
(, x, u), (f
0
)
x
(, x, u) are measurable on a, b| for all x R
n
, u M,
(5
f
) f
x
(t, x, ), (f
0
)
x
(t, x, ) are continuous on M for t a, b| a.e. and all x R
n
.
(6
f
) for a.e. t a, b| and all x R
n
, the set
_
(f
0
(t, x, u), f (t, x, u)) R
n1
, u M
_
is convex.
If the pair (x
+
(), u
+
()) I
a
(L
p
) U
M
is a locally optimal solution of problem (21)(24), then there exists a function z() I
b-
(L
p
0
),
_
1
p

1
p
0
=1
_
such that
_
D
b-
z
_
(t) =f
T
x
(t, x
+
(t), u
+
(t))z(t) (f
0
)
x
(t, x
+
(t), u
+
(t)) (27)
for t a, b| and
_
I
1-
b-
z
_
(b) =0. (28)
Moreover,
f
0
(t, x
+
(t), u
+
(t)) z(t)f (t, x
+
(t), u
+
(t)) =min
uM
{f
0
(t, x
+
(t), u) z(t)f (t, x
+
(t), u)] (29)
for t a, b| a.e.
Proof
Let us dene the following operators:
F : I
a
(L
p
) U
M
L
p
(a, b|, R
n
),
F(x(), u()) =
_
D
a
x
_
() f (, x(), u()),
F
0
: I
a
(L
p
) U
M
R,
F
0
(x(), u()) =
b
_
a
f
0
(t, x(t), u(t))dt.
Then, we can formulate problem (21)(24) as
F
0
(x(), u()) min .
F(x(), u()) =0,
u() U
M
,
where F
0
: I
a
(L
p
) U
M
R, F : I
a
(L
p
) U
M
L
p
(a, b|, R
n
). We shall check that operators F and F
0
satisfy assumptions of the
extremum principle for a smoothconvex problem.
R. KAMOCKI
Let us notice that Lemma 3, applied to the function h =(f , f
0
), guarantees fulllment of the following condition: for any u
1
(), u
2
()
U
M
, x() I
a
(L
p
) and 0, 1| there existsu() U
M
such that
F
0
(x(),u()) =F
0
(x(), u
1
()) (1 )F
0
(x(), u
2
()),
F(x(),u()) =F(x(), u
1
()) (1 )F(x(), u
2
()).
Of course, this condition implies conditions (13) and (14). So, Assumption (b) of Theorem 3 is satised.
Moreover, the mapping F is continuously differentiable in the Gteaux sense (and consequently continuously Frchet differentiable)
with respect to x() I
a
(L
p
). Indeed, note that
F(x(), u()) =F
1
(x(), u()) F
2
(x(), u()),
where
F
1
(x(), u()) =
_
D
a
x
_
(),
F
2
(x(), u()) =f (, x(), u()).
It is easy to check that the operator F
1
is linear and continuous with respect to x(), so it is continuously differentiable in the Frchet
sense with respect to x(), and its differential at a point (x(), u()) is given by
F
1
x
(x(), u())h() =
_
D
a
h
_
(), h() I
a
(L
p
).
The mapping
F
2
G
(x(), u()) : I
a
(L
p
) L
p
(a, b|, R
n
)
given by
F
2
G
(x(), u())h() =f
x
(, x(), u())h()
is Gteaux differential of F
2
(x(), u()) with respect to x() for any xed u() U
M
. Indeed, it is clear that it is linear. From Lemma 4 p. 1,
Proposition 1 p. 2, and the fact that f
x
is bounded (by the constant nN, where N is a constant from Assumption (b)), it follows that
[[F
2
G
(x(), u())h()[[
p
L
p
=
b
_
a
[f
x
(t, x(t), u(t))[
p
[h(t)[
p
dt _(nN)
p
b
_
a
[h(t)[
p
dt =(nN)
p
b
_
a
[I
a
_
D
a
h(t)
_
[
p
dt
=(nN)
p
[[I
a
_
D
a
h()
_
[[
p
L
p
_(nNK)
p
[[
_
D
a
h
_
()[[
p
L
p
=(nNK)
p
[[h()[[
p
I
aC
.L
p
/
.
This implies the continuity of F
2
G
(x(), u()).
Using the dominated convergence theorem, it is easy to show that
F
2
(x()
n
h(), u()) F
2
(x(), u())
n
F
2
G
(x(), u())h()
L
p
0,
as
n

n-o
0. Consequently, F
2
G
(x(), u()) is the Gteaux differential of F
2
with respect to x().
Now, we shall show that the mapping
I
a
(L
p
) x() F
2
G
(x(), u()) L
_
I
a
(L
p
), L
p
_
is continuous (here L
_
I
a
(L
p
), L
p
_
is the space of linear and continuous mappings F : I
a
(L
p
) L
p
considered with the operator
topology). Indeed, let x
n
()
n-o
x() in I
a
(L
p
). Then, using Lemma 4 p. 1, we obtain
[[x
n
() x()[[
L
p =[[I
a
_
D
a
(x
n
(t) x(t))
_
[[
L
p _K[[D
a
(x
n
() x())[[
L
p =K[[x
n
() x()[[
I
aC
.L
p
/

n-o
0.
It means that x
n
()
n-o
x() w L
p
. Moreover,
b
_
a
[f
x
(t, x(t), u(t))[
p
dt _(b a)(nN)
p
.
Let us consider three cases: p >
1
, 1 < p <
1
, p =
1
.
Let p >
1
. From the earlier inequality follows that, the Nemytskii operator

N : L
p
(a, b|, R
n
) L
p
(a, b|, R
nn
)
given by
N(x())(t) =f
x
(t, x(t), u(t)), t a, b| a.e.
for x() L
p
(a, b|, R
n
) is well dened, so it is continuous. Thus
c
n
=
b
_
a
[f
x
(t, x
n
(t), u(t)) f
x
(t, x(t), u(t))[
p
dt
n-o
0. (30)
Besides, if h() I
a
(L
p
), the Hlder inequality (with p and p
t
=
p
p-1
) implies
[h(t)[ =[I
a
(
_
D
a
_
h)(t)[ _
1
I()
t
_
a
[
_
D
a
h
_
(t)[
(t t)
1-
dt _[
_
D
a
h
_
()[
L
p
1
I()
_
_
t
_
a
(t t)
.-1/p
0
dt
_
_
1
p
0
(31)
=
1
I()(( 1)p
t
1)
1
p
0
(t a)
_
-
_
1-
1
p
0
__
[[h()[[
I
aC
.L
p
/
_
1
I()(( 1)p
t
1)
1
p
0
(b a)
_
-
1
p
_
[[h()[[
I
aC
.L
p
/
=c[[h()[[
I
aC
.L
p
/
for t a, b| a.e., where c =
1
./..-1/p
0
1/
1
p
0
(b a)
_
-
1
p
_
.
Thus, from (30), for any h() I
a
(L
p
), we have
b
_
a
[f
x
(t, x
n
(t), u(t)) f
x
(t, x(t), u(t))[
p
[h(t)[
p
dt _c
n
c
p
[[h()[[
p
I
aC
.L
p
/
,
so
F
2
G
(x
n
(), u()) F
2
G
( x(), u())
L
_
I
aC
.L
p
/,L
p
_
_c(c
n
)
1
p
n-o
0.
Now, let 1 < p <
1
and h I
a
(L
p
). Then, from Lemma 4 p. 2, it follows that the operator
I
a
: L
p
(a, b|, R
n
) L
q
(a, b|, R
n
),
where q =
p
1-p
> p is bounded. Thus and because of the fact that h = I
a
D
a
h and D
a
h L
p
(a, b|, R
n
), we assert that
h L
q
(a, b|, R
n
). Consequently, the function [h[
p
L
r
(a, b|, R
n
), where r =
q
p
> 1. Moreover, from the fact that f satises the Lipschitz
condition with respect to x, it follows that
f
x
(, x(), u()) L
o
(a, b|, R
nn
), (32)
so
[f
x
(, x(), u())[
p
L
o
(a, b|, R) L
r
0
(a, b|, R),
where
1
r

1
r
0
=1. Consequently,
b
_
a
[f
x
(t, x
n
(t), u(t)) f
x
(t, x(t), u(t))[
p
[h(t)[
p
dt _
_
_
b
_
a
_
[f
x
(t, x
n
(t), u(t)) f
x
(t, x(t), u(t))[
p
_
r
0
dt
_
_
1
r
0
_
_
b
_
a
_
[h(t)[
p
_
r
dt
_
_
1
r
=
_
[f
x
(, x
n
(), u()) f
x
(, x(), u())[
L
pr
0
_
p
([h[
L
pr )
p
=
_
[f
x
(, x
n
(), u()) f
x
(, x(), u())[
L
pr
0
_
p
([h[
L
q )
p
=
_
[f
x
(, x
n
(), u()) f
x
(, x(), u())[
L
pr
0
_
p
_
a
D
a
h
L
q
_
p
_
_
[f
x
(, x
n
(), u()) f
x
(, x(), u())[
L
pr
0
_
p
c
p
pq
_
a
h
L
p
_
p
=
_
[f
x
(, x
n
(), u()) f
x
(, x(), u())[
L
pr
0
_
p
c
p
pq
_
[h[
I
aC
.L
p
/
_
p
,
R. KAMOCKI
where c
pq
is such that
L
q
_c
pq
[[
L
p , L
p
(a, b|, R
n
)
(existence of the constant c
pq
follows from Lemma 4 p. 2). Using (32), we assert that the Nemytskii operator
L
p
(a, b|, R
n
) x() f
x
(, x(), u()) L
pr
0
(a, b|, R
n
)
is well dened, so it is continuous. Then,
F
2
G
(x
n
(), u()) F
2
G
( x(), u())
L
_
I
aC
.L
p
/,L
p
_
_c
pq
[f
x
(, x
n
(), u()) f
x
(, x(), u())[
L
pr
0
n-o
0.
Let p =
1
. If z L
p
(a, b|, R
n
), then z L
p
(a, b|, R
n
) for any 1 < p < p and consequently, using Lemma 4 p. 2, I
a
z L
q
(a, b|, R
n
),
where q =
p
1- p
. Let note that if p (1, p) then q
_
1
1-
, o
_
. It means that I
a
z L
q
(a, b|, R
n
) for any
1
1-
< q < o. Moreover, if
z L
p
(a, b|, R
n
) L
p
(a, b|, R
n
), then, using Lemma 4 p. 2 once again, we obtain
a
z
L
Q q
_c
p q
[z[
L
Q p _c
p q
[z[
L
p ,
where c
p q
=c
p q
(b a)
pQ p
pQ p
Hence, if p =
1
, then for any

1
1-
< q < othe operator I
a
: L
p
(a, b|, R
n
) L
q
(a, b|, R
n
) is well dened
and bounded. So let x any q > max
p,
1
1-
_
in considered case
_
p =
1
_
and repeat argument as in the previous case
_
1 < p <
1
_
with q replaced by q. Then, we obtain
F
2
G
(x
n
, u) F
2
G
( x, u)
L
_
I
aC
.L
p
/,L
p
_

n-o
0.
Finally, we obtain that F
2
is continuously differentiable in the Gteaux sense with respect to x(). Thus, F is continuously Frchet
differentiable with respect to x().
Similarly (using lesser-complicated arguments), one can prove that the mapping F
0
is continuously Frchet differentiable with
respect to x() and
F
0
x
(x(), u())h() =
b
_
a
(f
0
)
x
(t, x(t), u(t))h(t)dt, h() I
a
(L
p
).
It means that Assumption (a) of Theorem 3 is satised.
Now, let us observe that the range ImF
x
(x
+
(), u
+
()) of the mapping F
x
(x
+
(), u
+
()) : I
a
(L
p
) L
p
(a, b|, R
n
) has a nite codi-
mension. More precisely, it is the whole space L
p
(a, b|, R
n
), that is, for any y() L
p
(a, b|, R
n
) there exists h
0
() I
a
(L
p
) such
that
_
D
a
h
0
_
() f
x
(, x
+
(), u
+
())h
0
() =y().
This follows from Theorem 4 and boundedness of the matrix f
x
.
So, we can apply the extremumprinciple. It implies that there exist (not all zero) a constant z
0
_0 and a function z() L
p
0
(a, b|, R
n
),
_
1
p

1
p
0
=1
_
such that
z
0
b
_
a
(f
0
)
x
(t, x
+
(t), u
+
(t))h(t)dt
b
_
a
z
T
(t)
__
D
a
h
_
(t) f
x
(t, x
+
(t), u
+
(t))h(t)
_
dt =0 (33)
for any h() I
a
(L
p
) and
z
0
b
_
a
f
0
(t, x
+
(t), u
+
(t))dt
b
_
a
z
T
(t)
__
D
a
x
+
_
(t) f (t, x
+
(t), u
+
(t))
_
dt
= min
u./U
M
_
_
_
z
0
b
_
a
f
0
(t, x
+
(t), u(t))dt
b
_
a
z
T
(t)
__
D
a
x
+
_
(t) f (t, x
+
(t), u(t))
_
dt
_
_
_
.
(34)
Because ImF
x
(x
+
(), u
+
()) = L
p
(a, b|, R
n
), the Assumption (d) of Theorem 3 is satised and consequently z
0
= 0. Without loss of
generality, we can assume that z
0
=1. Accounting this fact, we can transform the formula (33) in the following way:
b
_
a
V(t)h(t)dt
b
_
a
z
T
(t)
_
D
a
h
_
(t)dt =0, (35)
for h() I
a
(L
p
), where V(t) =(f
0
)
x
(t, x
+
(t), u
+
(t)) z
T
(t)f
x
(t, x
+
(t), u
+
(t)) for t a, b| a.e.
Note that because f
x
is bounded and (f
0
)
x
L
p
0
(a, b|, R
n
) (it follows from the condition (26)), therefore V() L
p
0
(a, b|, R
n
). Putting
w(t) =(I
b-
V)(t),
we assert that w() I
b-
(L
p
0
). Moreover, from Theorem 2 and Proposition 1 p. 1, we obtain
b
_
a
V(t)h(t)dt =
b
_
a
_
D
b-
w
_
(t)h(t)dt =
b
_
a
w(t)
_
D
a
h
_
(t)dt,
for any h() I
a
(L
p
). Thus, condition (35) implies
b
_
a
_
z
T
(t) w(t)
_
_
D
a
h
_
(t)dt =0,
for any h() I
a
(L
p
). Consequently,
b
_
a
_
z
T
(t) w(t)
_
l(t)dt =0,
for any l() L
p
(a, b|, R
n
). Thus
z
T
(t) =w(t) =
_
I
b-
(V)
_
(t), t a, b| a.e.
So, z() I
b-
(L
p
0
) and we obtain the condition (27). Proposition 3 implies the condition (28).
To prove the condition (29), let us observe that the condition (34) can be written as
b
_
a
_
f
0
(t, x
+
(t), u
+
(t)) z
T
(t)f (t, x
+
(t), u
+
(t))
_
dt = min
u./U
M
_
_
_
b
_
a
_
f
0
(t, x
+
(t), u(t)) z
T
(t)f (t, x
+
(t), u(t))
_
dt
_
_
_
.
Applying Lemma 2 to the function
(t, u) =f
0
(t, x
+
(t), u) z
T
(t)f (t, x
+
(t), u)
we obtain (29).
The proof is completed.
Now, we consider the following FOCP:
_
D
a
C
y
_
(t) =g(t, y(t), u(t)), t a, b| a.e. (36)
_
I
1-
a
C
y
_
(a) =y
0
, (37)
u(t) MR
m
, t a, b| (38)
H(y, u) =
b
_
a
g
0
(t, y(t), u(t))dt min, (39)
where g : a, b| R
n
MR
n
, g
0
: a, b| R
n
MR, y
0
R
n
\{0], 0 < < 1.
R. KAMOCKI
From Theorem 5, we immediately obtain
Theorem8
Let (0, 1) and 1 _p <
1
1-
. If
(a) g(, y, u) is measurable on a, b| for all y R
n
, u M, g(t, y, ) is continuous on M for t a, b| a.e. and all y R
n
;
(b) there exists N > 0 such that
[g(t, y
1
, u) g(t, y
2
, u)[ _N[y
1
y
2
[
for t a, b| a.e. and all y
1
, y
2
R
n
, u M;
(c) there exist r() L
p
(a, b|, R) and ; _0 such that
[g(t, 0, u)[ _r(t) ;[u[
for t a, b| a.e. and all u M,
then problem (36)(37) possesses a unique solution x() I
a
(L
p
)
_

d
.t-a/
1
;

d R
n
_
corresponding to any control u()
L
p
(a, b|, M).
We say, that a pair (y
+
(), u
+
())
_
I
a
(L
p
)
_

d
.t-a/
1
;

d R
n
__
U
M
is a locally optimal solution to problem (36)(39), if
y
+
() is the solution of (36)(37), corresponding to the control u
+
() and there exists a neighborhood

V of point y
+
() in I
a
(L
p
)
_

d
.t-a/
1
;

d R
n
_
such that
H(y
+
(), u
+
()) _H(y(), u())
for every pair (y(), u())

V U
M
satisfying (36)(37).
It easy to show that if a pair (x
+
(), u
+
()) I
a
C
(L
p
) U
M
is a locally optimal solution to problem (21)(24) with functions f and f
0
of
the form
f (t, x, u) =g
_
t, x
y
0
I()
1
(t a)
1-
, u
_
, (40)
f
0
(t, x, u) =g
0
_
t, x
y
0
I()
1
(t a)
1-
, u
_
, (41)
then the pair
(y
+
(), u
+
()) =(x
+
()
y
0
I()
1
(t a)
1-
, u
+
())
_
I
a
C
(L
p
)
_

d
(t a)
1-
;

d R
n
__
U
M
(42)
is a locally optimal solution to problem (36)(39). Conversely, if a pair (y
+
(), u
+
())
_
I
a
C
(L
p
)
_

d
.t-a/
1
;

d R
n
__
U
M
is a locally
solution to problem (36)(39) with functions g and g
0
of the form
g(t, y, u) =f
_
t, y
d
(t a)
1-
, u
_
,
g
0
(t, x, u) =f
0
_
t, y
d
(t a)
1-
, u
_
,
then

d =
y
0
./
and the pair
(x
+
(), u
+
()) =
_
y
+
()
y
0
I()
1
(t a)
1-
, u
+
()
_
I
a
C
(L
p
) U
M
is a locally solution to problem (21)(24).
Now, using Theorem 7, we shall derive necessary optimality conditions for a problems (36)(39).
Theorem9
Let (0, 1), 1 < p <
1
1-
. We assume that M is compact and
(1
g
) g C
1
with respect to y R
n
and satises Assumptions (a)(c) of Theorem 8,
(2
g
) g
0
(, y, u) is measurable on a, b| for all y R
n
, u M and g
0
(t, y, ) is continuous on M for a.e. t a, b| and all y R
n
,
(3
g
) g
0
C
1
with respect to y R
n
and
[g
0
(t, y, u)[ _a
1
(t) C
1
[y[
p
,
[(g
0
)
x
(t, y, u)[ _a
2
(t) C
2
[y[
p-1
for a.e. t a, b| and all y R
n
, u M, where a
2
L
p
0
_
a, b|, R
0
_
,
_
1
p

1
p
0
=1
_
, a
1
L
1
_
a, b|, R
0
_
, C
1
, C
2
_0,
(4
g
) g
y
(, y, u), (g
0
)
y
(, y, u) are measurable on a, b| for all y R
n
, u M,
(5
g
) g
y
(t, y, ), (g
0
)
y
(t, y, ) are continuous on M for a.e. t a, b| and all y R
n
,
(6
g
) for a.e. t a, b| and all y R
n
the set
Z :=
_
(g
0
(t, y, u), g(t, y, u)) R
n1
, u M
_
is convex.
If the pair
(y
+
(), u
+
())
_
I
a
C
(L
p
)
_

d
(t a)
1-
;

d R
n
__
U
M
is a locally optimal solution of problem (36)(39), then there exists a function z I
b-
(L
p
0
), such that
_
D
b-
z
_
(t) =g
T
y
(t, y
+
(t), u
+
(t))z(t) (g
0
)
y
(t, y
+
(t), u
+
(t)) (43)
for a.e. t a, b| and
_
I
1-
b-
z
_
(b) =0. (44)
Moreover,
g
0
(t, y
+
(t), u
+
(t)) z(t)g(t, y
+
(t), u
+
(t)) =min
uM
{g
0
(t, y
+
(t), u) z(t)g(t, y
+
(t), u)] (45)
for a.e. t a, b|.
Proof
To prove the earlier theorem, it sufces to show that if functions g and g
0
satisfy the Assumptions (1
g
)(6
g
), then functions f and f
0
given by (40) and (41) satisfy conditions (1
f
)(6
f
). Indeed, condition (6
f
) follows directly from condition (6
g
). Moreover, functions f ,
f
0
C
1
with respect to x as a superposition of functions belonging to C
1
. The second part of condition (1
f
) follows from the second
part Assumption (1
g
) in an analogous way as in [17, proof of theorem 3.2]. The fact that f
x
and (f
0
)
x
are measurable in t follows from
Assumptions (2
g
), (4
g
) and frommeasurability of the function x
y
0
./
1
.t-a/
1
. Moreover, condition (5
g
) implies (5
f
) and continuous
of function g
0
with respect to u M implies continuous of f
0
on M. Now, we shall show that the Assumption (3
f
) follows from the
Assumption (3
g
). Indeed, we have
[f
0
(t, x, u)[ =
g
0
_
t, x
y
0
I()
1
(t a)
1-
, u
_
_a
1
(t) C
1
x
y
0
I()
1
(t a)
1-
p
_a
1
(t) C
1
2
p-1
_
[y
0
[
I()
1
(t a)
1-
_
p
C
1
2
p-1
[x[
p
=a
1
(t) C
1
[x[
p
,
n
, u M, where
a
1
(t) :=a
1
(t) C
1
2
p-1
_
[y
0
[
I()
1
(t a)
1-
_
p
C
1
=C
1
2
p-1
.
Moreover,
[(f
0
)
x
(t, x, u)[ =
(g
0
)
x
_
t, x
y
0
I()
1
(t a)
1-
, u
_
_a
2
(t) C
2
x
y
0
I()
1
(t a)
1-
p-1
_a
2
(t) C
2
C
3
_
[y
0
[
I()
_
p-1
1
(t a)
.1-/.p-1/
C
2
C
3
[x[
p-1
=a
2
(t) C
2
[x[
p-1
R. KAMOCKI
n
, u M, where
C
3
:=
_
1 1 < p < 2
2
p-2
p _2,
a
2
(t) :=a
2
(t) C
2
C
3
_
[y
0
[
I()
_
p-1
1
(t a)
.1-/.p-1/
C
2
=C
2
C
3
.
From considerances preceding this theorem, it follows that if a pair
(y
+
(), u
+
())
_
I
a
C
(L
p
)
_

d
(t a)
1-
;

d R
n
__
U
M
is a locally solution to problems (36)(39) then the pair
(x
+
(), u
+
()) =
_
y
+
()
y
0
I()
1
(t a)
1-
, u
+
()
_
I
a
C
(L
p
) U
M
is a locally solution to problem (21)(24) with functions f and f
0
given by (40) and (41). From Theorem 7, it follows that if the pair
(x
+
(), u
+
()) I
a
(L
p
) U
M
is a locally optimal solution of problem (21)(24) with f and f
0
of the form (40) and (41), then there exists
a function z() I
b-
(L
p
0
),
_
1
p

1
p
0
=1
_
such that
_
D
b
z
_
(t) =g
T
y
(t, x
+
(t)
y
0
I()
1
(t a)
1-
, u
+
(t))z(t) (g
0
)
y
(t, x
+
(t)
y
0
(t a)
-1
I()
, u
+
(t)) (46)
_
I
1-
b
z
_
(b) =0. (47)
Moreover
g
0
(t, x
+
(t)
y
0
I()
1
(t a)
1-
, u
+
(t)) z(t)g(t, x
+
(t)
y
0
I()
1
(t a)
1-
, u
+
(t)) =
min
uM
_
g
0
(t, x
+
(t)
y
0
I()
1
(t a)
1-
, u) z(t)g(t, x
+
(t)
y
0
I()
1
(t a)
1-
, u)
_
(48)
for a.e. t a, b|.
Of course the pair
(y
+
(), u
+
()) =(x
+
()
y
0
I()
1
(t a)
1-
, u
+
()) I
a
C
(L
p
)
_

d
(t a)
1-
;

d R
n
_
U
M
is a locally optimal solution to problem (36)(39). Now, using the substitute
y
+
() =x
+
()
y
0
I()
1
(t a)
1-
, u
+
(),
we assert that conditions (46)(48) are equivalent to the conditions (43)(45).
5. Example
Let us consider the following FOCP:
_
D
0
y
_
(t) =Ay(t) Bu(t), t 0, 2| a.e. (49)
_
I
1-
0
y
_
(0) =y
0
, (50)
u(t) 0, 1|, t 0, 2|, (51)
H(y, u) =
2
_
0
(y
1
(t) y
2
(t) u(t))dt min, (52)
where y R
2
, A =
_
0 1
0 0
_
, B =
_
1
1
_
, y
0
=
_
0
1
_
, =
1
2
, p =
3
2
.
In this case
g(t, y, u) =Ay Bu,
g
0
(t, y, u) =((1, 1), y) u.
Of course,
A
k
=(A
T
)
k
=0, k _2,
g
y
(t, y, u) =A, (g
0
)
y
(t, y, u) =1, 1|.
It is easy to check that all assumptions of Theorem 9 are satised. Consequently, if (y
+
(), u
+
()) is a locally optimal solution to problem
(49)(52), then there exists z() I
1
2
2-
(L
3
) such that
_
D
1
2
2-
z
_
(t) =A
T
z(t)
_
1
1
_
, t 0, 2| a.e. (53)
_
I
1
2
2-
z
_
(2) =0. (54)
Moreover,
u
+
(t) z(t)Bu
+
(t) = min
u0,1
{u z(t)Bu] (55)
for t 0, 2| a.e.
Now, we formulate a theorem, which will be used later on.
Theorem10
Let 0 < < 1, 1 < p <
1
1-
. If C R
nn
and v() L
p
(a, b|, R
n
), then problem
_ _
D
a
x
_
(t) =Cx(t) v(t), t a, b| a.e.
_
I
1-
a
x
_
(a) =x
0
(56)
has a unique solution x() I
a
(L
p
)
_

d
.t-a/
1
;

d R
n
_
given by formula
x(t) =(t a)x
0
t
_
a
(t s)v(s)ds (57)
for a.e. t a, b|, where
(t) =
o
k=0
C
k
t
.k1/-1
I((k 1))
.
The earlier theorem follows from Theorems 5 and [17, theorem 4.2].
Similarly, we can obtain the following
Theorem11
Let 0 < < 1, p _1. If D R
nn
and w R
n
, then problem
_ _
D
b-
x
_
(t) =Dx(t) w, t a, b| a.e.
_
I
1-
b-
x
_
(b) =0
has a unique solution x() I
b-
(L
p
) given by formula
x(t) =
o
k=0
D
k
(b t)
.k1/
I((k 1) 1)
w, t a, b|.
R. KAMOCKI
From Theorem 11, it follows that a solution of problem (53)(54) is given by
_
z
1
(t)
z
2
(t)
_
=
_
.2-t/
1
2
(
3
2
)
.2-t/
1
2
(
3
2
)

.2-t/
.2/
_
_, t 0, 2|.
Consequently, condition (55) is equivalent to the following one
u
+
(t) (2 t)u
+
(t) = min
u0,1
{u (2 t)u] =
_
t 1 t 0, 1|
0 t 1, 2|
for t 0, 2| a.e.
Thus
u
+
(t) =
_
1 t 0, 1| a.e.
0 t 1, 2| a.e.
From Theorem 10, it follows that a solution of system (49)(50), corresponding to u
+
() is given by
y
+
(t) =(t)y
0
t
_
0
(t s)Bu
+
(s)ds =(t)
_
0
1
_
_
t
_
0
(t s)Bds t 0, 1| a.e.
1
_
0
(t s)Bds t 1, 2| a.e.
It is easy to check that
y
+
(t) =
_
_
_
_
1 t
t
1
2
(
3
2
)
t
1
2
(
1
2
)

t
1
2
(
3
2
)
_
_
t 0, 1| a.e.
_
t
1
2 -.t-1/
1
2
(
3
2
)
t
1
2
(
1
2
)

t
1
2 -.t-1/
1
2
(
3
2
)
_
_
t 1, 2| a.e.
It means that the pair (y
+
(t), u
+
(t)) is the only pair, which can be a locally optimal solution of problem (49)(52).
6. Conclusion
In the paper, we investigate a nonlinear fractional continuous control systems (4)(6) with a nonlinear integral performance index (7).
The main result is the Pontryagin maximumprinciple for such a problemwith zero and nonzero initial condition. Optimality conditions
have been obtained under the assumption that the values of controls belong to a compact subset of R
m
. Due to this assumption, our
optimal control problemcan not be replaced with a fractional problemof calculus of variations and studied with the aid of the methods
of the fractional calculus of variations presented, for example, in monograph [6] (cf. also [21, 22]). We obtain our main result using the
smoothconvex extremum principle due to Ioffe and Tikchomirov.
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Received 24 August 2012 Published online in Wiley Online Library

, satisfying the equation connected with this problem a.e. on

As in the case of set I

. From the earlier inequality follows that, the Nemytskii operator

, then for any

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