Abstarct: In this thesis we conside time-continuous linear and nonlinear Fractional programming problems. These problems include a dynamical equation and an objective functional where the objective functional is given by the ratio of two integrals. First Dinkelbach approach is considered for time-continuous linear Fractional programming problems. With this approach, the problem can be taken out the fraction form and converted into equivalent optimal control problems that includes a parameter. Then a wavelets-baxsed iterative method is proposed to solve these problems. Moreover, a global optimization approach is given to numerically solve a class of nonlinear fractional programming problems.Finally, we propose a new pseudo-spectral method to to solve general form of these problems and show the efficiency of the approach by numerical examples.