A numerical scheme to solve fractional optimal control problems
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🧮 math.OC
keywords
fractionalcontrolnumericaloptimalorderproblemsschemesolve
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We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A numerical scheme is given, based on expansion formulas for the fractional derivative. The efficiency of the method is illustrated through examples.
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