Fractional Order Version of the Hamilton–Jacobi–Bellman Equation, By Abolhassan Razminia

Research

Title	Fractional Order Version of the Hamilton–Jacobi–Bellman Equation
Type	Article
Keywords	—
Journal	Journal of Computational and Nonlinear Dynamics
DOI	—
Researchers	Abolhassan Razminia (First researcher) ,

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