An iterative approach for solving fractional optimal control problems

作者：Alizadeh Ali; Effati Sohrab

来源：Journal of Vibration and Control, 2018, 24(1): 18-36.

DOI：10.1177/1077546316633391

• Variational iteration method
• fractional-order differential equations
• fractional optimal control
• Caputo derivative

In this work, the variational iteration method (VIM) is used to solve a class of fractional optimal control problems (FOCPs). New Lagrange multipliers are determined and some new iterative formulas are presented. The fractional derivative (FD) in these problems is in the Caputo sense. The necessary optimality conditions are achieved for FOCPs in terms of associated Euler-Lagrange equations and then the VIM is used to solve the resulting fractional differential equations. This technique rapidly provides the convergent successive approximations of the exact solution and the solutions approach the classical solutions of the problem as the order of the FDs approaches 1. To achieve the solution of the FOCPs using VIM, four illustrative examples are included to demonstrate the validity and applicability of the proposed method.

• 出版日期2018-1