Optimality conditions and a solution scheme for fractional optimal control problems

Abstract

We formulate necessary conditions for optimality in Optimal control problems with dynamics described by differential equations of fractional order (derivatives of arbitrary real order). Then by using an expansion formula for fractional derivative, optimality conditions and a new solution scheme is proposed. We assumed that the highest derivative in the differential equation of the process is of integer order. Two examples are treated in detail. © 2008 Springer-Verlag.