Dynamic Programming for Fractional Discrete-Time Systems

نویسندگان

  • Andrzej Dzielinski
  • Przemyslaw M. Czyronis
چکیده

Abstract: Dynamic programming problem for fractional discrete-time systems with quadratic performance index has been formulated and solved. A new method for numerical computation of optimal dynamic programming problem has been presented. The efficiency of the method has been demonstrated on numerical example and illustrated by graphs. Graphs also show the differences between the fractional and integer-order systems theory. Results for other cases of the coefficient α, and not illustrated with numerical examples, have been obtained through a computer algorithm written for this purpose

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تاریخ انتشار 2014