A Modied Picard Iteration Method to Solve Fractional Optimal Control Problems

An effective modication of the Picard iteration method (PIM) is presented for solving linear and nonlinear fractional optimal control problems (FOCP) in the Caputo sense. Here, the control func- tion is rst approximated by a nite series with unknown coeffcients. Then the modied PIM is utilized to simulate the resulting fractional equations. Finally, the unknown coeffcients could be computed by ap- plying an optimization procedure. Some test examples are given to show the accuracy and validity of the method.