My program is very difficult, I do not know how to write please help.
The goal of my program is to find vector of variable u which can be compute by using 3 equation, 2 are recursive.
let i be index in a vector array, and function f depend on vector x and u.
1. state x_i+1 = x_i +f( x_i , u_i ) , with x_0 is given
2. cosatate lambda_i = lambda_i+1 + H( x_i , lambda_i+1 , u_i), with last value of lambda is given and H is a function depend on previous lambda, x and u.
It can be seen that fist I have to find state subsequent x by forward recursive and then lambda by backward recursive. After that I must sub these two arrays in to the final function.
3. function F( x,lambda,u )
From third equation, the only variable left is u. Then, I will use some method like fsolve to find the value of u later.
Please help, because I cannot write function F by myself because it compose by very complicated equation as I explain above.
