A novel scheme for solving multi-delay fractional optimal control problems

In this paper, we consider the problems of suboptimal control for a class of fractional-order optimal control problems with multi-delay argument. The fractional derivative in these problems is in the Caputo sense. To solve the problem, first by a suitable approximation, we replace the Caputo derivative to integer order derivative. The optimal control law consists of an accurate linear feedback term and a nonlinear compensation term which is the limit of an adjoint vector sequence, is obtained by a sensitivity approach. The feed back term is determined by solving Riccati matrix differential equation. By using a finite sum of the series, we can obtain a suboptimal control law. Finally, numerical results are included to demonstrate the validity and applicability of the present technique.