A numerical method for solving a class of fractional optimal control problems (FOCPs) is presented. First, the FOCP is transformed into an equivalent variational problem, then using Lagrange polynomials, the problem is reduced to the problem of solving a system of algebraic equations. With the...

We present a set of necessary and sufficient conditions for a class of optimal control problems with pure state constraints for which the objective function is linear in the state variable but the objective function is otherwise only restricted to be upper semi-continuous in the control variable

In this contribution we propose an approach to solve a multistage stochastic programming problem which allows us to obtain a time and nodal decomposition of the original problem. This double decomposition is achieved applying a discrete time optimal control formulation to the original stochastic...