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Title: Fractional order version of the HJB equation
Author: Razminia, Abolhassan
AsadiZadehShiraz, Mehdi
Torres, Delfim F. M.
Keywords: Optimal control
HJB equation
Optimality principle
Fractional calculus
Issue Date: 1-Jan-2019
Publisher: American Society of Mechanical Engineers
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.
Peer review: yes
DOI: 10.1115/1.4041912
ISSN: 1555-1415
Publisher Version:
Appears in Collections:CIDMA - Artigos
SCG - Artigos

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