Problem formulation
Optimum control

The dynamic system, or process, under study is characterized by three sets of variables:

• output variables, generally directly accessible and grouped in a vector y of dimension m ;

• control variables, grouped together in a vector u of dimension $\mathcal{l}$ , the choice of which can influence the evolution of the process;

• internal variables characterizing the state of the process at a given time, grouped into a statex vector of dimension n .

The current instant is $t>0$...