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Exercise for Optimal control – Week 5 Choose 2 problems to solve. Exercise 1. A public company has in year k profits amounting to xk SEK. The management then distributes uk to the shareholders and invests xk − uk in the company itself. Each SEK invested in such way will increase the company profit by θ > 0 the following year so that xk+1 = xk + θ(xk − uk). Suppose x0 ≥ 0 and 0 ≤ uk ≤ xk so that xk
https://www.control.lth.se/fileadmin/control/Education/DoctorateProgram/Optimal_Control/2023/ex5.pdf - 2025-11-11
