Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function
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Mittag-Leffler functionfractional derivativeoptimal controlHamilton-Jacobi equationfractional partial differential equationdynamical programmingfractional Taylor's series
Dynamic programming (90C39) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Self-similar stochastic processes (60G18)
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Cites work
- A class of micropulses and antipersistent fractional Brownian motion
- A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG)
- Alternative micropulses and fractional Brownian motion
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
- Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence
- On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)
- On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion
- Stochastic Calculus for Fractional Brownian Motion I. Theory
- Stochastic analysis of the fractional Brownian motion
- Stochastic differential equations with fractional Brownian motion input
- Taylor’s Series Generalized for Fractional Derivatives and Applications
Cited in
(22)- The stability of solutions for a fractional predator-prey system
- Noether's theorem for fractional variational problem from El-Nabulsi extended exponentially fractional integral in phase space
- The extended trial equation method for some time fractional differential equations
- Fractional conservation laws in optimal control theory
- Two novel approaches to capture the maximum power from variable speed wind turbines using optimal fractional high-order fast terminal sliding mode control
- Dynamic programming strategy based on a type-2 fuzzy wavelet neural network
- Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions
- A generalized Tu formula and Hamiltonian structures of fractional AKNS hierarchy
- Fractional calculus of variations for a combined Caputo derivative
- A new approach on fractional variational problems and Euler-Lagrange equations
- Noether symmetries for fractional generalized Birkhoffian systems in terms of classical and combined Caputo derivatives
- Noether symmetries and conserved quantities for fractional Birkhoffian systems with time delay
- Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems
- The modified trial equation method for fractional wave equation and time fractional generalized Burgers equation
- The fractional supertrace identity and its application to the super Jaulent-Miodek hierarchy
- On fractional variational problems which admit local transformations
- Dynamic Programming Principle and Hamilton--Jacobi--Bellman Equations for Fractional-Order Systems
- Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results
- Noether symmetries and conserved quantities for fractional Birkhoffian systems
- Fractional Noether theorem based on extended exponentially fractional integral
- A fractional calculus of variations for multiple integrals with application to vibrating string
- Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution
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