King algorithm: a novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems
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Publication:2185140
DOI10.1016/j.chaos.2019.109569zbMath1434.65084OpenAlexW2996991001WikidataQ126434725 ScholiaQ126434725MaRDI QIDQ2185140
Amin Yousefpour, Hadi Jahanshahi, Stelios D. Bekiros, Samaneh Soradi Zeid
Publication date: 4 June 2020
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2019.109569
Volterra integral equationvariable-order fractional calculusdirect trajectory optimizationKing algorithmvariable-order fractional optimal control problemvariable-order fractional system
Numerical optimization and variational techniques (65K10) Financial applications of other theories (91G80) Volterra integral equations (45D05) Discrete approximations in optimal control (49M25) Fractional ordinary differential equations (34A08) Numerical methods for functional-differential equations (65L03)
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