Optimal State

3 Example 2Example 3 Desired state optimal state and

Sample statistics of the optimal state using a sample size of 100 a

3 Example 2Example 3 Desired state optimal state and

$(A) Optimal state x(·)$$ x\left(\cdotp \right) $$ for α=1$$ \alpha =1 ...$

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The exact and approximate optimal state for N 6 in Example 62

Approximate optimal state y t history of Example 2 for N 16

$(A) Optimal state x(·)$$ x\left(\cdotp \right) $$ for α=1$$ \alpha =1 ...$

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$Optimal control u(·)$$ u\left(\cdotp \right) $$ and optimal state ...$

Optimal control u uleftcdotp right and optimal state

$(A) Optimal state x(·)$$ x\left(\cdotp \right) $$ for α=1$$ \alpha =1 ...$

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$Optimal control u(·)$$ u\left(\cdotp \right) $$ and optimal state ...$

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Example 61 The approximate optimal state x left and control u

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$(A) Optimal state x(·)$$ x\left(\cdotp \right) $$ for α=1$$ \alpha =1 ...$

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