摘要
In this paper, the forecast and decision horizons fro one-dimensional continuous-time optimal control problem is considered. The state equation and the cost function are nonlinear with general constraints imposed on the state and control variables. Under certain conditions, we establish the existence of forecast and decision horizons.
In this paper, the forecast and decision horizons fro one-dimensional continuous-time optimal control problem is considered. The state equation and the cost function are nonlinear with general constraints imposed on the state and control variables. Under certain conditions, we establish the existence of forecast and decision horizons.
