JuliaStochOpt / StochDynamicProgramming.jl

A package for discrete-time optimal stochastic control
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Allow time-dependent bounds on state and control #138

Open leclere opened 7 years ago

leclere commented 7 years ago
trigaut commented 7 years ago

I can do it for sdp. In fact I did it for the controls on the dev_sdp_search_spaces branch. We can build search spaces for the controls at every time step (not necessarily intervals but eventually other more complicated sets).