Skip to content

This issue was moved to a discussion.

You can continue the conversation there. Go to discussion →

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Salvage value #286

Closed
azev77 opened this issue Sep 5, 2022 · 0 comments
Closed

Salvage value #286

azev77 opened this issue Sep 5, 2022 · 0 comments
Labels
enhancement New feature or request

Comments

@azev77
Copy link
Contributor

azev77 commented Sep 5, 2022

A generic continuous time/non-stochastic optimal control problem is written:
image
where:
F: cost/utility
S: salvage value/bequest value (only at the terminal value of the state variable)
f: dynamics/transition function
g: constraint functions

how can a user incorporate the Salvage function w/ your package?
@azev77 azev77 added the enhancement New feature or request label Sep 5, 2022
@infiniteopt infiniteopt locked and limited conversation to collaborators Sep 5, 2022
@pulsipher pulsipher converted this issue into discussion #287 Sep 5, 2022

This issue was moved to a discussion.

You can continue the conversation there. Go to discussion →

Assignees
No one assigned
Labels
enhancement New feature or request
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@azev77