Collocation Method

Description

Collocation method 对状态和动作求导，有约束性。

$$\underset{{\mathbf{u}}_1,\dots ,{\mathbf{u}}_T,{\mathbf{x}}_1,\dots ,{\mathbf{x}}_T}{\min }\sum _{t=1}^{T}c\left({\mathbf{x}}_t,{\mathbf{u}}_t\right)\text{ s.t. }{\mathbf{x}}_t=f\left({\mathbf{x}}_{t-1},{\mathbf{u}}_{t-1}\right)$$