Robust optimal control of nonlinear fractional systems

Parameter uncertainty is inevitably found in almost every system and, if is ignored, it could jeopardize the effectiveness of control method. Motivated by this issue, we consider a robust optimal control problem governed by a nonlinear fractional system with uncertain parameters, where the system sensitivity with respect to the uncertain parameters is explicitly included in the cost functional. For this problem, we first prove that the system sensitivity can be expressed as the solution of an auxiliary fractional system. Then, we propose a numerical scheme for discretizing both the original and auxiliary fractional systems, resulting in a finite-dimensional optimization problem. Furthermore, a numerical solution algorithm based on gradients of the cost functional is developed for the resulting optimization problem. Finally, numerical results for two example problems are given to demonstrate the validity and applicability of the proposed algorithm.