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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