A numerical scheme for two-dimensional optimal control problems with memory effect

Abstract

A new formulation for multi-dimensional fractional optimal control problems is presented in this article. The fractional derivatives which are coming from the formulation of the problem are defined in the Riemann–Liouville sense. Some terminal conditions are imposed on the state and control variables whose dimensions need not be the same. A numerical scheme is described by using the Grünwald–Letnikov definition to approximate the Riemann–Liouville Fractional Derivatives. The set of fractional differential equations, which are obtained after the discretization of the time domain, are solved within the Grünwald–Letnikov approximation to obtain the state and the control variable numerically. A two-dimensional fractional optimal control problem is studied as an example to demonstrate the performance of the scheme.