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引言——成本总和的最小化

无限阶段问题的成本总和

定义非时变离散时间动态系统: \[x_{k+1}=f(x_k,u_k,w_k)\] \[x_k\in{}S,u_k\in{}U(x_k)\subset{}C,w_k\sim{}P(\cdot{}|x_k,u_k)\]

Math