A Discrete Method to Solve Fractional Optimal Control Problems
Optimization and Control
2016-10-25 v2
Abstract
We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves integer 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.
Cite
@article{arxiv.1403.5060,
title = {A Discrete Method to Solve Fractional Optimal Control Problems},
author = {Ricardo Almeida and Delfim F. M. Torres},
journal= {arXiv preprint arXiv:1403.5060},
year = {2016}
}
Comments
This is a preprint of a paper whose final and definite form is published in [Nonlinear Dynam. 80 (2015), no. 4, 1811--1816]. A corrigendum, written 19-Sept-2016, after publication of the paper, is given at the end