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An Introduction to Mathematical Optimal Control Theory ...

math.berkeley.edu

Optimal Control Theory Version 0.2 By Lawrence C. Evans Department of Mathematics University of California, Berkeley Chapter 1: Introduction ... payoff functional P[α(·)] = ZT 0 (1− α(t))x(t)dt. The meaning is that we want to maximize our total consumption of the output, our

  Control, Theory, Functional, Optimal, Optimal control theory

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