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    Fractional Order Version of the Hamilton–Jacobi–Bellman Equation

    Source: Journal of Computational and Nonlinear Dynamics:;2019:;volume( 014 ):;issue: 001::page 11005
    Author:
    Razminia, Abolhassan
    ,
    Asadizadehshiraz, Mehdi
    ,
    Torres, Delfim F. M.
    DOI: 10.1115/1.4041912
    Publisher: The American Society of Mechanical Engineers (ASME)
    Abstract: We consider an extension of the well-known Hamilton–Jacobi–Bellman (HJB) equation for fractional order dynamical systems in which a generalized performance index is considered for the related optimal control problem. Owing to the nonlocality of the fractional order operators, the classical HJB equation, in the usual form, does not hold true for fractional problems. Effectiveness of the proposed technique is illustrated through a numerical example.
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      Fractional Order Version of the Hamilton–Jacobi–Bellman Equation

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    contributor authorRazminia, Abolhassan
    contributor authorAsadizadehshiraz, Mehdi
    contributor authorTorres, Delfim F. M.
    date accessioned2019-03-17T10:58:35Z
    date available2019-03-17T10:58:35Z
    date copyright11/28/2018 12:00:00 AM
    date issued2019
    identifier issn1555-1415
    identifier othercnd_014_01_011005.pdf
    identifier urihttp://yetl.yabesh.ir/yetl1/handle/yetl/4256473
    description abstractWe consider an extension of the well-known Hamilton–Jacobi–Bellman (HJB) equation for fractional order dynamical systems in which a generalized performance index is considered for the related optimal control problem. Owing to the nonlocality of the fractional order operators, the classical HJB equation, in the usual form, does not hold true for fractional problems. Effectiveness of the proposed technique is illustrated through a numerical example.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleFractional Order Version of the Hamilton–Jacobi–Bellman Equation
    typeJournal Paper
    journal volume14
    journal issue1
    journal titleJournal of Computational and Nonlinear Dynamics
    identifier doi10.1115/1.4041912
    journal fristpage11005
    journal lastpage011005-6
    treeJournal of Computational and Nonlinear Dynamics:;2019:;volume( 014 ):;issue: 001
    contenttypeFulltext
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    DSpace software copyright © 2002-2015  DuraSpace
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