Optimality conditions and a solution scheme for fractional optimal control problems

Optimality conditions and a solution scheme for fractional optimal control problems

We formulate necessary conditions for optimality in Optimal control problems with dynamics described by differential equations of fractional order (derivatives of arbitrary real order). Then by using an expansion formula for fractional derivative, optimality conditions and a new solution scheme is p...

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Veröffentlicht in:Structural and multidisciplinary optimization 2009-07, Vol.38 (6), p.571-581
Hauptverfasser: Jelicic, Zoran D., Petrovacki, Nebojsa
Format: Artikel
Sprache:eng
Schlagworte:
Computational Mathematics and Numerical Analysis
Differential equations
Engineering
Engineering Design
Optimal control
Optimization
Research Paper
Theoretical and Applied Mechanics
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Zusammenfassung:We formulate necessary conditions for optimality in Optimal control problems with dynamics described by differential equations of fractional order (derivatives of arbitrary real order). Then by using an expansion formula for fractional derivative, optimality conditions and a new solution scheme is proposed. We assumed that the highest derivative in the differential equation of the process is of integer order. Two examples are treated in detail.
ISSN:1615-147X
1615-1488
DOI:10.1007/s00158-008-0307-7