On Ritz Approximation for a Class of Fractional Optimal Control Problems

Abstract

We apply the Ritz method to approximate the solution of optimal control problems through the use of polynomials. The constraints of the problem take the form of differential equations of fractional order accompanied by the boundary and initial conditions. The ultimate goal of the algorithm is to set up a system of equations whose number matches the unknowns. Computing the unknowns enables us to approximate the solution of the objective function in the form of polynomials.