动态优化Dynamic Optimization 1p1 Lecture 5. Further Constraints on Endpoints.pdfVIP

Dynamic Optimization Lecture Five Further Constraints on Endpoints 1 Equality Constrained Endpoint Suppose that there are some constrained on the choice of terminal coordinates: t 1 F t x t x ′t dt maxx t ( , ( ), ( )) ( ) ∫ t 0 s t x