The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, allowing problem modeling and formulations with arbitrary order derivatives and integrals. Because of the lack of analytic methods to solve such fractional problems, numerical techniques are developed. Here, we mainly investigate the approximation of fractional operators by means of series of integer-order derivatives and generalized finite differences. Direct and indirect methods for solving fractional variational problems are presented.
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