What is Costate equation and also formulate it
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The costate equation is related to the state equation used in optimal control. It is also referred to as auxiliary, adjoint, influence, or multiplier equation. It is stated as a vector of first order differential equations
where the right-hand side is the vector of partial derivatives of the negative of the Hamiltonian with respect to the state variables.
where the right-hand side is the vector of partial derivatives of the negative of the Hamiltonian with respect to the state variables.
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Jump to: navigation, search. The costate equationis related to the state equation used in optimal control. It is also referred to as auxiliary, adjoint, influence, or multiplier equation. It is stated as a vector of first order differential equations.
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