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Unformatted text preview: energy consumed g ( a k , z k , u k ) = k a kz k k 2 2 + k u k k 2 2 , and our objective is to optimize a sum over N periods: N1 X k =0 g ( a k , z k , u k ) . Provide a formula for the optimal control action as a function of a kz 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 24 ac ) / 4 a for a > ....
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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
 Bertsekas

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