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5 results on '"Asadizadehshiraz, Mehdi"'

1. Fractional Order Version of the HJB Equation

Author

Razminia, Abolhassan, AsadiZadehShiraz, Mehdi, and Torres, Delfim F. M.

Subjects
Mathematics - Optimization and Control, 26A33, 49L20, 49M05
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., Comment: 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

Published
2018
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3. Fractional order version of the HJB equation

Author

Razminia, Abolhassan, AsadiZadehShiraz, Mehdi, and Torres, Delfim F. M.

Subjects
26A33, 49L20, 49M05, Computer Science::Systems and Control, Optimization and Control (math.OC), Mathematics::Optimization and Control, FOS: Mathematics, Fractional calculus, HJB equation, Mathematics - Optimization and Control, Optimality principle, Optimal control
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., Comment: 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

Published
2019

5. Fractional Order Version of the Hamilton–Jacobi–Bellman Equation

Author

Razminia, Abolhassan, Asadizadehshiraz, Mehdi, and Torres, Delfim F. M.

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.

Published
2019
Full Text
View/download PDF

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