Fractional Order Version of the HJB Equation
Optimization and Control
2018-11-29 v1
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.
Cite
@article{arxiv.1810.12882,
title = {Fractional Order Version of the HJB Equation},
author = {Abolhassan Razminia and Mehdi AsadiZadehShiraz and Delfim F. M. Torres},
journal= {arXiv preprint arXiv:1810.12882},
year = {2018}
}
Comments
This is a preprint of a paper whose final and definite form is with 'Journal of Computational and Nonlinear Dynamics', ISSN 1555-1415, eISSN 1555-1423, CODEN: JCNDDM. Submitted 28-June-2018; Revised 15-Sept-2018; Accepted 28-Oct-2018