Related papers: Comparison of fractional-order generalized wavelet…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
In this work, a new technique has been presented to find approximate solution of linear integro-differential equations. The method is based on modified orthonormal Bernoulli polynomials and an operational matrix thereof. The method converts…
Variational-hemivariational inequalities are an important mathematical framework for nonsmooth problems. The framework can be used to study application problems from physical sciences and engineering that involve non-smooth and even…
Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…
In this paper the singular Emden-Fowler equation of fractional order is introduced and a computational method is proposed for its numerical solution. For the approximation of the solutions we have used Boubaker polynomials and defined the…
In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo…
In this contribution we propose reduced order methods to fast and reliably solve parametrized optimal control problems governed by time dependent nonlinear partial differential equations. Our goal is to provide a tool to deal with the time…
An innovative numerical technique is presented to adjust the inflow to a supply chain in order to achieve a desired outflow, reducing the costs of inventory, or the goods timing in warehouses. The supply chain is modelled by a conservation…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
We introduce a new and efficient numerical method for multicriterion optimal control and single criterion optimal control under integral constraints. The approach is based on extending the state space to include information on a "budget"…
In this paper we consider the numerical solution of fractional differential equations. In particular, we study a step-by-step graded mesh procedure based on an expansion of the vector field using orthonormal Jacobi polynomials. Under mild…
The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…
We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…
This paper addresses the optimal control problem for a class of nonlinear fractional systems involving Caputo derivatives and nonlocal initial conditions. The system is reformulated as an abstract Hammerstein-type operator equation,…
A piecewise constant Mayer cost function is used to model optimal control problems in which the state space is partitioned into several regions, each having its own Mayer cost value. In such a context, the standard numerical methods used in…
A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…
We consider optimal control of the scalar wave equation where the control enters as a coefficient in the principal part. Adding a total variation penalty allows showing existence of optimal controls, which requires continuity results for…
Anew method for finding closed-loop optimal controllers of fractional tracking quadratic optimal control problems is introduced. The optimality conditions for the fractional optimal control problem are obtained. Illustrative examples are…