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1 paper

math.OC2018

Fractional Order Version of the HJB Equation

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

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…