How can i write optimal control objective with fmincon?

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zahra zamani
zahra zamani 2019-10-4
评论： Matt J 2019-10-4
and my constraint is:

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Matt J
Matt J 2019-10-4
编辑：Matt J 2019-10-4
Same as any objective...
Knowns=[lambda1,lambda2];
Jfun=@(Unknowns) objective(Unknowns,Knowns);
fmincon(Jfun , InitialGuess,[],[],[],[],lb,ub )
function J=objective(Unknowns,Knowns)
x=Unknowns(1:N);
u=Unknowns(N+1:M);
eps=Unknowns(M+1);
lambda1=Knowns(1);
lambda2=Knowns(2);
J=lambda2*eps^2+___________;
end

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