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Unformatted text preview: interval [0 ,T ] . This corresponds to a nite-horizon LQP as done in class and the notes. The condition k G k L 2 [0 ,T ]-induced < is equivalent to the existence of a solution to a scalar dierential Ricatti equation over the interval [0 ,T ] . Such scalar equations are analytically solvable (e.g. see wikipedia entry or use your solution to problem 1 above) 3. TBA 1...
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- Winter '09