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.
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页码：38 / 53
页数：16
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