A discrete method to solve fractional optimal control problems

被引:0
作者
Ricardo Almeida
Delfim F. M. Torres
机构
[1] University of Aveiro,Center for Research and Development in Mathematics and Applications (CIDMA), Department of Mathematics
来源
Nonlinear Dynamics | 2015年 / 80卷
关键词
Fractional calculus; Fractional optimal control; Direct methods;
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学科分类号
摘要
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.
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页码:1811 / 1816
页数:5
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