Publicação
Fractional order version of the HJB equation
| Resumo: | 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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| Autores principais: | Razminia, Abolhassan |
| Outros Autores: | AsadiZadehShiraz, Mehdi; Torres, Delfim F. M. |
| Assunto: | Optimal control HJB equation Optimality principle Fractional calculus |
| Ano: | 2019 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso restrito |
| Instituição associada: | Universidade de Aveiro |
| Idioma: | inglês |
| Origem: | RIA - Repositório Institucional da Universidade de Aveiro |
| Resumo: | 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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