Exercise 6.3 Confirm the facts that (6.12) is the unique optimal control and (6.22) is the value function using nothing more than square completion.
u*(t) = -R-(t)BT (t)P(t)x*(t) (6.12)
V(t, x) = x+ P(t)x. (6.22)
Exercise 6.3 Confirm the facts that (6.12) is the unique optimal control and (6.22) is the value function using nothing
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Exercise 6.3 Confirm the facts that (6.12) is the unique optimal control and (6.22) is the value function using nothing
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