Exercise 6.3 Confirm the facts that (6.12) is the unique optimal control and (6.22) is the value function using nothing
Posted: Wed May 11, 2022 9:24 pm
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)
u*(t) = -R-(t)BT (t)P(t)x*(t) (6.12)
V(t, x) = x+ P(t)x. (6.22)