A numerical scheme to solve fractional optimal control problems
arXiv:1306.0203 · doi:10.1155/2013/165298
Abstract
We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A numerical scheme is given, based on expansion formulas for the fractional derivative. The efficiency of the method is illustrated through examples.
Submitted 13-Apr-2013; accepted after minor revision 22-May-2013