A New Reconstraction Approach of Riccati Differential Equation for Solving a Class of Fractional Optimal Control Problems
S. Soradi Zeid *
Department of Mathematics, Faculty of Mathematics, University of Sistan and Baluchestan, Zahedan, Iran.
M. Yousefi
National Iranian Oil Products Distribution Company (NIOPDC), Zahedan Region, Zahedan, Iran.
*Author to whom correspondence should be addressed.
Abstract
This paper presents a new approach for solving a class of linear quadratic fractional optimal control problems (FOCPs). The necessary optimality conditions for this problem are achieved in terms of two-point boundary value problem(TPBVP). In this way, an approximate approach is constructed based on solving a fractional Riccati differential equation (FRDE) such that the exact boundary conditions are satisfied. By solving this equation, we obtain the approximate solutions of the original problem.
Keywords: Fractional optimal control problem, two-point boundary value problem, riccati differential equation, Caputo fractional derivative