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. 2022 Oct 4;9:884669. doi: 10.3389/frobt.2022.884669

TABLE 3.

Proximal variable definitions.

Variable Definition Variable Definition
A¯¯ State transition matrix J Cost function
B¯¯ Control matrix tf Final time
K¯¯ Gain matrix Infinity
Q¯¯ State weighting matrix sgn Signum function
R¯¯ Control weighting matrix p (t) Parameters (co-states)
P¯¯ Covariance matrix bi Control coefficients