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LQ optimal control of fractional-order discrete-time uncertain systems

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  • Lu, Qinyun
  • Zhu, Yuanguo

Abstract

This paper primarily focuses on LQ optimal control problem of fractional-order discrete-time systems based on uncertainty theory that is a significant tool to model belief degree. First, an equivalent LQ problem, which is integer-order one, is presented by expanding the state variables with the unchanging control variables. This equivalent problem is then solved by dynamic programming approach. Accordingly, the solution of the proposed LQ optimal control problem reduces to solve a system of backward matrix difference equations. Finally, a numerical example is provided to show how to solve the proposed LQ optimal control problem. As an application, an LQ optimal control problem of macroeconomic system is discussed by the achieved results.

Suggested Citation

  • Lu, Qinyun & Zhu, Yuanguo, 2021. "LQ optimal control of fractional-order discrete-time uncertain systems," Chaos, Solitons & Fractals, Elsevier, vol. 147(C).
    • Handle: RePEc:eee:chsofr:v:147:y:2021:i:c:s0960077921003386
    DOI: 10.1016/j.chaos.2021.110984
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    References listed on IDEAS

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    1. Lu, Ziqiang & Zhu, Yuanguo, 2019. "Numerical approach for solution to an uncertain fractional differential equation," Applied Mathematics and Computation, Elsevier, vol. 343(C), pages 137-148.
    2. Lu, Ziqiang & Zhu, Yuanguo & Li, Bo, 2019. "Critical value-based Asian option pricing model for uncertain financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 694-703.
    3. Škovránek, Tomáš & Podlubny, Igor & Petráš, Ivo, 2012. "Modeling of the national economies in state-space: A fractional calculus approach," Economic Modelling, Elsevier, vol. 29(4), pages 1322-1327.
    4. Zhenhua Hu & Wen Chen, 2013. "Modeling of Macroeconomics by a Novel Discrete Nonlinear Fractional Dynamical System," Discrete Dynamics in Nature and Society, Hindawi, vol. 2013, pages 1-9, December.
    5. Jin, Ting & Zhu, Yuanguo, 2020. "First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
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    Cited by:

    1. Shen, Jiayu & Shi, Jianxin & Gao, Lingceng & Zhang, Qiang & Zhu, Kai, 2023. "Uncertain green product supply chain with government intervention," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 208(C), pages 136-156.
    2. Danca, Marius-F., 2022. "Fractional order logistic map: Numerical approach," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).

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