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which is known as the discrete-time dynamic Riccati equation of this problem. The steady-state characterization of P, relevant for the infinite-horizon problem in which T goes to infinity, can be found by iterating the dynamic equation repeatedly until it converges; then P is characterized by removing the time subscripts from the dynamic equation.
Penrose diagram of an infinite Minkowski universe, horizontal axis u, vertical axis v. In theoretical physics, a Penrose diagram (named after mathematical physicist Roger Penrose) is a two-dimensional diagram capturing the causal relations between different points in spacetime through a conformal treatment of infinity.
Secondary calculus acts on the space of solutions of a system of partial differential equations (usually nonlinear equations). When the number of independent variables is zero (i.e. the equations are all algebraic) secondary calculus reduces to classical differential calculus.
A Bellman equation, named after Richard E. Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. [1] It writes the "value" of a decision problem at a certain point in time in terms of the payoff from some initial choices and the "value" of the remaining decision ...
One of the main results in the theory is that the solution is provided by the linear–quadratic regulator (LQR), a feedback controller whose equations are given below. LQR controllers possess inherent robustness with guaranteed gain and phase margin, [1] and they also are part of the solution to the LQG (linear–quadratic–Gaussian) problem.
Together, the state and costate equations describe the Hamiltonian dynamical system (again analogous to but distinct from the Hamiltonian system in physics), the solution of which involves a two-point boundary value problem, given that there are boundary conditions involving two different points in time, the initial time (the differential ...
The universal form of the bound was originally found by Jacob Bekenstein in 1981 as the inequality [1] [2] [3], where S is the entropy, k is the Boltzmann constant, R is the radius of a sphere that can enclose the given system, E is the total mass–energy including any rest masses, ħ is the reduced Planck constant, and c is the speed of light.
These tensor fields should obey any relevant physical laws (for example, any electromagnetic field must satisfy Maxwell's equations).Following a standard recipe which is widely used in mathematical physics, these tensor fields should also give rise to specific contributions to the stress–energy tensor. [1]