Necessary and sufficient condition for the principle of optimality in deterministic MSOPs
Consider sets XtsubseteqmathbbRntimesTXt subseteqmathbb{R}^{ntimes T}XtsubseteqmathbbRntimesT for 0≤tleqT0\leq tleq T0≤tleqT, a control set UsubseteqmathbbRmUsubseteqmathbb{R}^mUsubseteqmathbbRm, and cost functions … Let F\mathcal{F}F denote the set of pairs (f,x0)(f,x_0)(f,x0) su…