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|Title:||A discrete method to solve fractional optimal control problems|
Torres, D. F. M.
Fractional optimal control
Caputo fractional derivatives
Dynamic control systems
Optimal control systems
|Abstract:||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.|
|Appears in Collections:||CIDMA - Artigos|
SCG - Artigos
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