We propose and analyze a new discretization technique for a linear-quadratic
optimal control problem involving the fractional powers of a symmetric and
uniformly elliptic second oder operator; control constraints are considered.
Since these fractional operators can be realized as the Dirichlet-to-Neumann
map for a nonuniformly elliptic equation, we recast our problem as a
nonuniformly elliptic optimal control problem. The rapid decay of the solution
to this problem suggests a truncation that is suitable for numerical
approximation. We propose a fully discrete scheme that is based on piecewise
linear functions on quasi-uniform meshes to approximate the optimal control and
first-degree tensor product functions on anisotropic meshes for the optimal
state variable. We provide an a priori error analysis that relies on derived
Holder and Sobolev regularity estimates for the optimal variables and error
estimates for an scheme that approximates fractional diffusion on curved
domains; the latter being an extension of previous available results. The
analysis is valid in any dimension. We conclude by presenting some numerical
experiments that validate the derived error estimates