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oaioai:ria.ua.pt:10773/25668

Fractional order version of the HJB equation

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Publication date
1 January 2019
Publisher
American Society of Mechanical Engineers
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    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.publishe

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    Reposit贸rio Institucional da Universidade de Aveiro

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    oaioai:ria.ua.pt:10773/25668
    Last time updated on 24/10/2019

    This paper was published in Reposit贸rio Institucional da Universidade de Aveiro.

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