A modified Picard iteration method to solve fractional optimal control problems

Abstract

An effective modified of the Picard iteration method ( PIM ) is presented for solving the linear and nonlinear fractional optimal control problems ( FOCP ) in the Caputo sense. Here, the control function is first approximated by a finite series with unknown coefficients. Then the modified PIM is utilized to simulate the resulting fractional equations. Finally, the unknown coefficients could be computed by applying an optimization procedure. Some test examples are given to show the accuracy and validity of the method.