Legendre wavelet method for solving variable‐order nonlinear fractional optimal control problems with variable‐order fractional Bolza cost

Abstract

AbstractThis paper deals with a numerical method for solving variable‐order fractional optimal control problem with a fractional Bolza cost composed as the aggregate of a standard Mayer cost and a fractional Lagrange cost given by a variable‐order Riemann–Liouville fractional integral. Using the integration by part formula and the calculus of variations, the necessary optimality conditions are derived in terms of two‐point variable‐order boundary value problem. Operational matrices of variable‐order right and left Riemann–Liouville integration are derived, and by using them, the two‐point boundary value problem is reduced into the system of algebraic equations. Additionally, the convergence analysis of the proposed method has been considered. Moreover, illustrative examples are given to demonstrate the applicability of the proposed method.