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Fractional Optimal Control Problems

Chongyang Liu (), Song Wang () and Zhaohua Gong
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Chongyang Liu: Shandong Technology and Business University, School of Mathematics and Information Science
Song Wang: Curtin University, School of Electrical Engineering, Computing, and Mathematical Sciences
Zhaohua Gong: Shandong Technology and Business University, School of Mathematics and Information Science

Chapter 5 in Nonlinear Fractional Optimal Control, 2026, pp 69-94 from Springer

Abstract: Abstract We derive the first-order necessary optimality conditions for path-constrained fractional optimal control problems with Caputo derivatives. For this problem, the exact penalty method is then discussed. Furthermore, we propose a numerical discretization scheme by using numerical integration technique. On this basis, a gradient-based optimization algorithm is developed to solve the resulting optimal control problem. Finally, numerical examples are solved to verify the necessary optimality conditions and to illustrate the effectiveness of the proposed optimization algorithm.

Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-981-92-0274-4_5

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DOI: 10.1007/978-981-92-0274-4_5

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