A discrete method to solve fractional optimal control problems

作者：Almeida Ricardo; Torres Delfim F M^*

来源：Nonlinear Dynamics, 2015, 80(4): 1811-1816.

DOI：10.1007/s11071-014-1378-1

• Fractional calculus
• Fractional optimal control
• Direct methods

We present a method to solve fractional optimal control problems, where the dynamic control system depends on integer order and Caputo fractional derivatives. Our approach consists in approximating the initial fractional order problem with a new one that involves integer order 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.

• 出版日期2015-6