I can't unserstand how to write Hamilton-Jacobi-Bellman equation for the foolowing problem:
$\dot{x} = f(t,x,u)$
$J = \varphi(t_0,x_0)+\varphi(t_1,x_1)+\int\limits_{t_0}^{t_1} L(t,x,u)dt, \hspace{3mm} J \to \min.$
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I can't unserstand how to write Hamilton-Jacobi-Bellman equation for the foolowing problem: $\dot{x} = f(t,x,u)$ $J = \varphi(t_0,x_0)+\varphi(t_1,x_1)+\int\limits_{t_0}^{t_1} L(t,x,u)dt, \hspace{3mm} J \to \min.$ |
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