Abstract

This paper presents an efficient numerical method to solve fractional infinite-horizon optimal control problems, where the dynamic control system depends on Caputo fractional derivatives. First, by a suitable change of variable, we transform the fractional infinite-horizon optimal control problem to a finite-horizon one. Then, with the help of an approximation, we replace the Caputo derivative to integer order derivative. According to the Pontryagin minimum principle (PMP) for optimal control problems and by constructing an error function, we define an unconstrained minimization problem. In the optimization problem, we use trial solutions for state, costate and control functions where these trial solutions are constructed by using two-layered perceptron neural network. Some numerical results are introduced to explain our main results.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.