Optimal control of time-delay fractional equations via a joint application of radial basis functions and collocation method

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Abstract

A novel approach to solve optimal control problems dealing simultaneously with fractional differential equations and time delay is proposed in this work. More precisely, a set of global radial basis functions are firstly used to approximate the states and control variables in the problem. Then, a collocation method is applied to convert the time-delay fractional optimal control problem to a nonlinear programming one. By solving the resulting challenge, the unknown coefficients of the original one will be finally obtained. In this way, the proposed strategy introduces a very tunable framework for direct trajectory optimization, according to the discretization procedure and the range of arbitrary nodes. The algorithm’s performance has been analyzed for several non-trivial examples, and the obtained results have shown that this scheme is more accurate, robust, and efficient than most previous methods.

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Chen, S. B., Soradi-Zeid, S., Jahanshahi, H., Alcaraz, R., Gómez-Aguilar, J. F., Bekiros, S., & Chu, Y. M. (2020). Optimal control of time-delay fractional equations via a joint application of radial basis functions and collocation method. Entropy, 22(11), 1–17. https://doi.org/10.3390/e22111213

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