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Article | REF: AF1372 V1

Monitoring distributed parameters systems

Author: Jean-Pierre YVON

Publication date: April 10, 2009 | Lire en français

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    5.1 Position of the problem

    In finite dimensions, the optimal state return problem has been extensively studied using the principle of dynamic programming, which we will briefly review.

    Let us consider the controlled dynamic system:

    y˙(t)=f(y(t), v(t)),y(0)=y0
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