Re: optimal control

*To*: mathgroup at smc.vnet.net*Subject*: [mg4888] Re: [mg4839] optimal control*From*: Andrei Constantinescu <constant at athena.polytechnique.fr>*Date*: Fri, 4 Oct 1996 00:17:30 -0400*Sender*: owner-wri-mathgroup at wolfram.com

Hi George ! There is a little remark I'd like to make: Its more practical to define just expression at the beginning and arrive at a function as late as possible, i.e: v = BetaDistribution[9,3]; r = PDF[v,t]; h = NormalDistribution[0,.1]; e = NormalDistribution[.3,.1]; g = CDF[h ,u]; b = CDF[e ,u]; w[u_,t_] := g+(1-b)r - b r - (1- g); te= Simplify[ D[w[u,t],t]]; This gives : In[9]:= te= Simplify[ D[w[u,t],t]] 7 2 Out[9]= 990 t (-4 + 9 t - 5 t ) Erf[5. Sqrt[2] (-0.3 + u)] In[10]:= hamiltonian = w[u,t] + lambda te; In[11]:= D[hamiltonian, lambda] 7 2 Out[11]= 990 t (-4 + 9 t - 5 t ) Erf[5. Sqrt[2] (-0.3 + u)] So at this moment, there is no sense to make: In[13]:= Solve[ D[hamiltonian,lambda]==0, lambda] Out[13]= {{}} ... as there is no lambda depence in D[hamiltonian, lambda] I hope that helps ! Regards, Andrei ==== [MESSAGE SEPARATOR] ====