This preview shows page 1. Sign up to view the full content.
Unformatted text preview: energy consumed g ( a k , z k , u k ) = k a k-z k k 2 2 + k u k k 2 2 , and our objective is to optimize a sum over N periods: N-1 X k =0 g ( a k , z k , u k ) . Provide a formula for the optimal control action as a function of a k-z k and v k . Forecasts Do Problem 4.1 from the textbook. Exponentiated Costs Do Problem 4.2 from the textbook. The following integral may be useful: Z x =- e-( ax 2 + bx + c ) dx = r a e ( b 2-4 ac ) / 4 a for a > ....
View Full Document
This note was uploaded on 02/15/2011 for the course EECS 6.231 taught by Professor Bertsekas during the Spring '10 term at MIT.
- Spring '10