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Solving fractional optimal control problems with fixed or free final states by Haar wavelet collocation method. (English) Zbl 1397.93104
Summary: A numerical method using Haar wavelets for solving Fractional Optimal Control Problems (FOCPs) is studied. The fractional derivative in these problems is in the Caputo sense. The operational matrix of fractional Riemann-Liouville integration and the direct collocation method are considered. The proposed technique is applied to transform the state and control variables into NonLinear Programming (NLP) parameters at collocation points. An NLP solver can then be used to solve FOCPs. Illustrative examples are included to demonstrate the validity and applicability of the proposed method.

MSC:
93C30 Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)
34A08 Fractional ordinary differential equations and fractional differential inclusions
34K37 Functional-differential equations with fractional derivatives
90C30 Nonlinear programming
49N90 Applications of optimal control and differential games
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