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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

Posted: Wed May 11, 2022 9:24 pm
by answerhappygod
Exercise 6 3 Confirm The Facts That 6 12 Is The Unique Optimal Control And 6 22 Is The Value Function Using Nothing 1
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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 2
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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 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)