Consider sets Xt⊆Rn×TX_t \subseteq\mathbb{R}^{n\times T}Xt⊆Rn×T for 0≤t≤T0\leq t\leq T0≤t≤T, a control set U⊆RmU\subseteq\mathbb{R}^mU⊆Rm, and cost functions … Let F\mathcal{F}F denote the set of pairs…