So given , u* is defined by max ( W1u+W2 ), subject to u0, 0 1, cu+ g/r, which is an LP. This is a generalized bang-bang (i.e,extreme point) solution. The Hamiltonian maximization problem can be stated as follows:
So given , u* is defined by max ( W1u+W2 ), subject to u0, 0 1, cu+ g/r, which is an LP. This is a generalized bang-bang (i.e,extreme point) solution.The Hamiltonian maximization problem can be stated as follows: