A Simple Accurate Method for Solving Fractional Variational and Optimal Control Problems

Salman Jahanshahi () and Delfim F. M. Torres ()
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Salman Jahanshahi: Islamic Azad University
Delfim F. M. Torres: University of Aveiro

Journal of Optimization Theory and Applications, 2017, vol. 174, issue 1, No 11, 156-175

Abstract: Abstract We develop a simple and accurate method to solve fractional variational and fractional optimal control problems with dependence on Caputo and Riemann–Liouville operators. Using known formulas for computing fractional derivatives of polynomials, we rewrite the fractional functional dynamical optimization problem as a classical static optimization problem. The method for classical optimal control problems is called Ritz’s method. Examples show that the proposed approach is more accurate than recent methods available in the literature.

Keywords: Fractional integrals; Fractional derivatives; Ritz’s method; Fractional variational problems; Fractional optimal control; 26A33; 49K05; 49M30 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-016-0884-3

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