Numerical Method for Fractional Optimal Control Problem
using Maximum Principle
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Recently, fractional optimal control problems have attracted a lot of attention due to their important role in various applications.In this book, we introduce numerical methods for fractional optimal control problems using the maximum principle.In particular, we have proved the Pontryagin's maximum principle for bounded control regions, and used it to construct an efficient iterative scheme for optimal control and optimal trajectory of fractional optimal control problems, and to show convergence.We also verified the effectiveness of the iterative scheme by some numerical experiments.In general...
Recently, fractional optimal control problems have attracted a lot of attention due to their important role in various applications.In this book, we introduce numerical methods for fractional optimal control problems using the maximum principle.In particular, we have proved the Pontryagin's maximum principle for bounded control regions, and used it to construct an efficient iterative scheme for optimal control and optimal trajectory of fractional optimal control problems, and to show convergence.We also verified the effectiveness of the iterative scheme by some numerical experiments.In general, numerical solutions of optimal control problems are referred to as two-point boundary value problems, but the iterative method proposed in this book is different from previous work in that it provides arbitrary initial control and finds an approximate control sequence that converges to optimal control, solving the initial value problem iteratively.The computational experiments were carried out by MATLAB, and a detailed comparison with previous work is given, and the computational program is quoted in the Appendix for the convenience of the reader.
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