Pseudospectral method for fractional infinite horizon optimal control problems

Pseudospectral method for fractional infinite horizon optimal control problems
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分数级无限时域最优控制问题的伪谱方法

DOI:
10.1002/oca.2649
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发表时间:
2020-08
影响因子:
1.8
通讯作者:
ari M. H.
ari M. H.
中科院分区:
计算机科学4区
文献类型:
--
作者:
Yang Yin;Noori Sk;ari M. H.

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Up to now, several numerical methods have been presented to solve finite horizon fractional optimal control problems by researchers, while solving fractional optimal control problems on infinite domain is a challenging work. Hence, in this article, a numerical method is proposed to solve fractional infinite horizon optimal control problems. At the first stage, a domain transformation technique is used to map the infinite domain to a finite horizon. Also, fractional derivative defined on an unbounded domain is converted into an equivalent derivative on a finite domain. Then, a new shifted Legendre pseudospectral method is utilized to solve the obtained finite problem and a nonlinear programming problem is suggested to approximate the optimal solutions. Finally, some numerical examples are given to show the efficiency of the method.
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