A discrete method to solve fractional optimal control problems

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...

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Bibliographic Details
Published in:Nonlinear dynamics 2015-06, Vol.80 (4), p.1811-1816
Main Authors: Almeida, Ricardo, Torres, Delfim F. M.
Format: Article
Language:English
Subjects:
Approximation
Automotive Engineering
Classical Mechanics
Control
Control theory
Derivatives
Dynamic control
Dynamical Systems
Engineering
Integers
Mathematical analysis
Mechanical Engineering
Nonlinear dynamics
Optimal control
Original Paper
Vibration
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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.
ISSN:0924-090X
1573-269X
DOI:10.1007/s11071-014-1378-1