A fractional order optimal 4D chaotic financial model with Mittag-Leffler law

被引：42

作者：

Atangana, A. ^{[1
]}

Bonyah, E. ^{[2
]}

Elsadany, A. A. ^{[3
,4
]}

机构：

[1] Univ Free State, Inst Groundwater Studies, ZA-9301 Bloemfontein, South Africa

[2] Univ Educ Winneba Kumasi Campus, Dept Math, Kumasi, Ghana

[3] Prince Sattam Bin Abdulaziz Univ, Coll Sci & Humanities Studies Al Kharj, Dept Math, Al Kharj, Saudi Arabia

[4] Suez Canal Univ, Dept Basic Sci, Fac Comp & Informat, Ismailia 41522, Egypt

来源：

CHINESE JOURNAL OF PHYSICS | 2020年 / 65卷

关键词：

Fractional optimal control; Euler-Lagrange optimality; Chaotic systems; Financial model; Mittag-Leffler function; DYNAMICS; EXISTENCE; EQUATION;

D O I：

10.1016/j.cjph.2020.02.003

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In this paper, a fractional 4D chaotic financial model with optimal control is investigated. The fractional derivative used in this financial model is Atangana-Baleanu derivative. The existence and uniqueness conditions of solutions for the proposed model are derived based on Mittag-Leffler law. Optimal control is incorporated into the model to maximize output. The Adams-Moulton scheme of the Atangana-Baleanu derivative is utilized to obtain the numerical results which produce new attractors. Euler-Lagrange optimality conditions are determined for the fractional 4D chaotic financial model. The numerical results show that the memory factor has a great influences on the dynamics of the model.

引用

页码：38 / 53

页数：16

共 47 条

[1] Analysis of Stokes' Second Problem for Nanofluids Using Modern Approach of Atangana-Baleanu Fractional Derivative [J].