An approximate method for numerically solving multi-dimensional delay fractional optimal control problems by Bernstein polynomials

In this paper, we present a method for solving a class of fractional optimal control problems with time delay. The method is based upon the Bernstein polynomial basis. The main reason of using this technique is the efficiency and simple application of Bernstein polynomials in dealing with dynamical systems, which contains constant delay. In this work, we use the fractional derivative in Caputo sense and explain our method for fractional derivative of order 0 < alpha <= 1. Some numerical examples are given to illustrate the effectiveness of our method.