نتایج جستجو برای: fractional optimal control problem

تعداد نتایج: 2395201  

پایان نامه :0 1391

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

2017
Raj Kumar Biswas Hari M. Srivastava

Abstract: A formulation and solution of the discrete-time fractional optimal control problem in terms of the Caputo fractional derivative is presented in this paper. The performance index (PI) is considered in a quadratic form. The necessary and transversality conditions are obtained using a Hamiltonian approach. Both the free and fixed final state cases have been considered. Numerical examples...

2010
DOROTA MOZYRSKA Dorota Mozyrska Delfim F. M. Torres

Fractional control systems with the Caputo derivative are considered. The modified controllability Gramian and the minimum energy optimal control problem are investigated. Construction of minimizing steering controls for the modified energy functional are proposed.

Journal: :SIAM Journal on Control and Optimization 2008

Hanif Heidari, Safarzade Asma

Chaos synchronization of coupled fractional order differential equation is receiving increasing attention because of its potential applications in secure communications and control processing. The aim of this paper is synchronization between two identical or different delay fractional-order chaotic systems in finite time. At first, the predictor-corrector method is used to obtain the solutions ...

Journal: :journal of modern processes in manufacturing and production 0
mohammad goodarzi department of electrical engineering, faculty of engineering, garmsar branch, islamic azad university, garmsar, iran

this paper addresses the problem of the fractional sliding mode control (fsmc) for a mems optical switch. the proposed scheme utilizes a fractional sliding surface to describe dynamic behavior of the system in the sliding mode stage. after a comparison with the classical integer-order counterpart, it is seen that the control system with the proposed sliding surface displays better transient per...

Journal: :Journal of Computational and Applied Mathematics 1998

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