Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/25668
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 |
URI: | http://hdl.handle.net/10773/25668 |
DOI: | 10.1115/1.4041912 |
ISSN: | 1555-1415 |
Publisher Version: | http://dx.doi.org/10.1115/1.4041912 |
Appears in Collections: | CIDMA - Artigos SCG - Artigos |
Files in This Item:
File | Description | Size | Format | |
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[420]Razminia_AsadiZadehShiraz_Torres-ASME.pdf | 306.72 kB | Adobe PDF |
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