the main purpose of this paper is to propose a new numerical method for solving the optimal control problems based on state parameterization. here, the boundary conditions and the performance index are first converted into an algebraic equation or in other words into an optimization problem. in this case, state variables will be approximated by a new hybrid technique based on new second kind ch...

The optimal control of problem is about finding a control law for a given system such that a certain optimality criterion is achieved. Methods of solving the optimal control problems are divided into direct methods and mediated methods (through other equations). In this paper, the PSO- SVM indirect method is used to solve a class of optimal control problems. In this paper, we try to determine t...

We present two different approaches for the numerical solution of fractional optimal control problems (FOCPs) based on a spectral method using Chebyshev polynomials. The fractional derivative is described in the Caputo sense. The first approach follows the paradigm "optimize first, then discretize" and relies on the approximation of the necessary optimality conditions in terms of the associated...

This paper presents a modified numerical scheme for a class of Fractional Optimal Control Problems (FOCPs) formulated in Agrawal (2004) where a Fractional Derivative (FD) is defined in the Riemann-Liouville sense. In this scheme, the entire time domain is divided into several subdomains, and a fractional derivative (FDs) at a time node point is approximated using a modified Grünwald-Letnikov ap...

in this paper, we present a capable algorithm for solving a class of nonlinear optimal control problems (ocp's). the approach rest mainly on the differential transform method (dtm) which is one of the approximate methods. the dtm is a powerful and efficient technique for finding solutions of nonlinear equations without the need of a linearization process. utilizing this approach, the optim...

In this paper we solve the basic fractional analogue of the classical linear-quadratic Gaussian regulator problem in continuous-time with partial observation. For a controlled linear system where both the state and observation processes are driven by fractional Brownian motions, we describe explicitly the optimal control policy which minimizes a quadratic performance criterion. Actually, we sho...

1 Professor and author of correspondence, Phone: +91 3222-283084, Fax: +91 3222 255303, Email: [email protected] ABSTRACT A numerical technique for the solution of a class of fractional optimal control problems has been proposed in this paper. The technique can used for problems defined both in terms of Riemann-Liouville and Caputo fractional derivatives. In this technique a Reflection Op...

Abstract: This paper presents an accurate numerical method for solving a class of fractional optimal control problems (FOCPs). The fractional derivative in these problems is in the Caputo sense. In this technique, we approximate FOCPs and end up with a finite dimensional problem. The method is based on the combination of the useful properties of Chebyshev polynomials approximation and finite di...

1 King Abdulaziz University, Faculty of Science, Department of Mathematics, Jeddah, Saudi Arabia 2 Beni-Suef University, Faculty of Science, Department of Mathematics, Beni-Suef, Egypt 3 Cairo University, Faculty of Science, Department of Mathematics, Giza, Egypt 4 King Abdulaziz University, Faculty of Engineering, Department of Chemical and Materials Engineering, Jeddah, Saudi Arabia 5 Cankaya...