paper

A new approach to the Pontryagin maximum principle for nonlinear fractional optimal control problems

arXiv:1503.07720 · doi:10.1002/mma.3811

Abstract

In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo sense. We use a new approach to prove necessary conditions of optimality in the form of Pontryagin maximum principle for fractional nonlinear optimal control problems. Moreover, a new method based on a generalization of the Mittag-Leffler function is used to solving this class of fractional optimal control problems. A simple example is provided to illustrate the effectiveness of our main result.

Reasons for replacing: (i) change of the email of the corresponding author, (ii) added references dor section 2, (iii) minor English corrections, (iv) typos added

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