An efficient method to solve a fractional differential equation by using linear programming and its application to an optimal control problem

DOI10.1177/1077546315584471zbMath1365.26008OpenAlexW815604678WikidataQ115242186 ScholiaQ115242186MaRDI QIDQ5270811

Seyed Ali Rakhshan, Sohrab Effati, Ali Vahidian Kamyad

Publication date: 3 July 2017

Published in: Journal of Vibration and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1077546315584471

zbMATH Keywords

linear programmingfractional calculusoptimal control problemfractional differential equationGrunwald-Letnikov derivative

Mathematics Subject Classification ID

Linear programming (90C05) Fractional derivatives and integrals (26A33) Numerical methods for functional equations (65Q20)

Related Items (8)

Fixed terminal time fractional optimal control problem for discrete time singular system ⋮ Solving a class of fractional optimal control problems by the Hamilton–Jacobi–Bellman equation ⋮ Numerical solutions for solving a class of fractional optimal control problems via fixed-point approach ⋮ Direct transcription methods based on fractional integral approximation formulas for solving nonlinear fractional optimal control problems ⋮ Numerical solution of Caputo fractional differential equations with infinity memory effect at initial condition ⋮ Comments on ``A discrete method to solve fractional optimal control problems ⋮ A generalized Legendre-Gauss collocation method for solving nonlinear fractional differential equations with time varying delays ⋮ Fractional optimal control problems with time-varying delay: a new delay fractional Euler-Lagrange equations

Cites Work

• On the existence of optimal solutions to fractional optimal control problems
• An efficient numerical scheme based on the shifted orthonormal Jacobi polynomials for solving fractional optimal control problems
• Fractional order optimal control problems with free terminal time
• Initial-boundary-value problems for the generalized multi-term time-fractional diffusion equation
• A new stochastic approach for solution of Riccati differential equation of fractional order
• A numerical technique for solving fractional optimal control problems
• An approximate method for numerically solving fractional order optimal control problems of general form
• The necessary conditions of fractional optimal control in the sense of Caputo
• Existence and uniqueness of solutions of nonlocal problems for hyperbolic equation \(u_{xt}=F(x,t,u,u_ x)\)
• Modified homotopy perturbation method: Application to quadratic Riccati differential equation of fractional order
• Fractional optimal control problems: a pseudo-state-space approach
• A Central Difference Numerical Scheme for Fractional Optimal Control Problems
• Solving multi-dimensional fractional optimal control problems with inequality constraint by Bernstein polynomials operational matrices
• A Formulation and Numerical Scheme for Fractional Optimal Control Problems
• A Hamiltonian Formulation and a Direct Numerical Scheme for Fractional Optimal Control Problems
• Fractional Optimal Control Problems with Several State and Control Variables
• Application of variational iteration method to a general Riccati equation

This page was built for publication: An efficient method to solve a fractional differential equation by using linear programming and its application to an optimal control problem