| Article ID: | iaor2014680 |
| Volume: | 75 |
| Issue: | 5 |
| Start Page Number: | 805 |
| End Page Number: | 817 |
| Publication Date: | May 2014 |
| Journal: | Automation and Remote Control |
| Authors: | Postnov S, Kubyshkin V |
| Keywords: | optimization, programming: dynamic |
We justify an optimal control problem setting for a linear stationary dynamical system of fractional order in the form of the problem of moments. We study conditions under which the problem of moments can be posed and resolved. We consider special cases (one‐dimensional linear stationary system and double integrator) for which we obtain solutions of the problem and study its qualitative dynamics.