TABLE 3.
Proximal variable definitions.
| Variable | Definition | Variable | Definition |
|---|---|---|---|
| State transition matrix | Cost function | ||
| Control matrix | Final time | ||
| Gain matrix | Infinity | ||
| State weighting matrix | Signum function | ||
| Control weighting matrix | (t) | Parameters (co-states) | |
| Covariance matrix | Control coefficients |