A discrete method to solve fractional optimal control problems
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Publication:745698
DOI10.1007/S11071-014-1378-1zbMATH Open1345.49022arXiv1403.5060OpenAlexW2105487017WikidataQ57650606 ScholiaQ57650606MaRDI QIDQ745698FDOQ745698
Authors: Ricardo Almeida, Delfim F. M. Torres 
Publication date: 14 October 2015
Published in: Nonlinear Dynamics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1403.5060
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Fractional ordinary differential equations (34A08) Optimality conditions for problems involving ordinary differential equations (49K15) Numerical solution of boundary value problems involving ordinary differential equations (65L10)
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Cited In (44)
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