A generic continuous time/non-stochastic optimal control problem is written:
where:
F: cost/utility
S: salvage value/bequest value (only at the terminal value of the state variable)
f: dynamics/transition function
g: constraint functions
how can a user incorporate the Salvage function w/ your package?
A generic continuous time/non-stochastic optimal control problem is written:
where:
F: cost/utility
S: salvage value/bequest value (only at the terminal value of the state variable)
f: dynamics/transition function
g: constraint functions
how can a user incorporate the Salvage function w/ your package?