an:06494298
Zbl 1345.49022
Almeida, Ricardo; Torres, Delfim F. M.
A discrete method to solve fractional optimal control problems
EN
Nonlinear Dyn. 80, No. 4, 1811-1816 (2015).
00344593
2015
j
49K15 34A08 65L10
fractional calculus; fractional optimal control; direct methods
Summary: 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.