On the formulation and numerical simulation of distributed-order fractional optimal control problems

Abstract

In a fractional optimal control problem, the integer order derivative is replaced by a fractional order derivative. The fractional derivative embeds implicitly the time delays in an optimal control process. The order of the fractional derivative can be distributed over the unit interval, to capture delays of distinct sources. The purpose of this paper is twofold. Firstly, we derive the generalized necessary conditions for optimal control problems with dynamics described by ordinary distributed-order fractional differential equations (DFDEs). Secondly, we propose an efficient numerical scheme for solving an unconstrained convex distributed optimal control problem governed by the DFDE. We convert the problem under consideration into an optimal control problem governed by a system of DFDEs, using the pseudo-spectral method and the Jacobi-Gauss-Lobatto (J-G-L) integration formula. Next, we present the numerical solutions for a class of optimal control problems of systems governed by DFDEs. The convergence of the proposed method is graphically analyzed showing that the proposed scheme is a good tool for the simulation of distributed control problems governed by DFDEs.