Numerical Method for Solving Fractional-Order Optimal Control Problems

An effective numerical method is devised in this chapter to solve fractional-order optimal control problems. The proposed method is implemented on a set of examples comprising linear time invariant optimal control problems, time-variant fractional order optimal control problems, nonlinear fractional order optimal control problems, and two-dimensional integer order optimal control problem. Comparisons between the obtained results and that of some of the existing numerical methods shows the superiority of the proposed method over most of the others.