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Owing to the nonlocality of the fractional order operators, the classical HJB equation, in the usual form, does not hold true for fractional problems. Effectiveness of the proposed technique is illustrated through a numerical example.<\/jats:p>","DOI":"10.1115\/1.4041912","type":"journal-article","created":{"date-parts":[[2018,11,26]],"date-time":"2018-11-26T22:35:22Z","timestamp":1543271722000},"update-policy":"https:\/\/doi.org\/10.1115\/crossmarkpolicy-asme","source":"Crossref","is-referenced-by-count":8,"title":["Fractional Order Version of the Hamilton\u2013Jacobi\u2013Bellman Equation"],"prefix":"10.1115","volume":"14","author":[{"given":"Abolhassan","family":"Razminia","sequence":"first","affiliation":[{"name":"Electrical Engineering Department, School of Engineering, Persian Gulf University, P.O. 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