A Discrete Method to Solve Fractional Optimal Control Problems

Abstract

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves integer derivatives only. The latter problem is then discretized, by application of finite differences, and solved numerically. We illustrate the effectiveness of the procedure with an example.

This is a preprint of a paper whose final and definite form is published in [Nonlinear Dynam. 80 (2015), no. 4, 1811--1816]. A corrigendum, written 19-Sept-2016, after publication of the paper, is given at the end

References in corpus (4)

• Fractional Order Optimal Control Problems with Free Terminal Time
• A Discrete Method to Solve Fractional Optimal Control Problems
• Numerical Approximations of Fractional Derivatives with Applications
• Discrete Direct Methods in the Fractional Calculus of Variations

Cited by in corpus (4)

• A survey on fuzzy fractional differential and optimal control nonlocal evolution equations
• Direct transcription methods based on fractional integral approximation formulas for solving nonlinear fractional optimal control problems
• A Discrete Method to Solve Fractional Optimal Control Problems
• A Simple Accurate Method for Solving Fractional Variational and Optimal Control Problems