Hamilton-Jacobi-Bellman equation for optimal control

Hamilton-Jacobi-Bellman equation for optimal control

Postby Guest » Sun May 29, 2022 1:17 pm

Hello!

Could somebody please help me understand, where shall I begin solve this problem?
I mean, I would have known steps if first order conditions where provided for HJB and solution would be, for example, of form V(X)=a+bX, but in this case it's V(C) and what taking partial derivative would give me?
Attachments
Handwritten_2022-05-29_200114.jpg
Problem
Handwritten_2022-05-29_200114.jpg (339.83 KiB) Viewed 158 times
Guest
 

Return to Differential Equations



Who is online

Users browsing this forum: No registered users and 2 guests

cron