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Chapter 8 The Maximum Principle: Discrete Time

Chapter 8 The Maximum Principle: Discrete Time. 8.1 Nonlinear Programming Problems We begin by starting a general form of a nonlinear programming problem. y : be an n -component column vector, a : be an r -component column vector, b : be an s -component column vector. h: E n ? E 1 ,

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Chapter 8 The Maximum Principle: Discrete Time