Collocation Method
Description
Collocation method 对状态和动作求导，有约束性。
$$
\min _{\mathbf{u}_{1}, \ldots, \mathbf{u}_{T}, \mathbf{x}_{1}, \ldots, \mathbf{x}_{T}} \sum_{t=1}^{T} c\left(\mathbf{x}_{t}, \mathbf{u}_{t}\right) \text { s.t. } \mathbf{x}_{t}=f\left(\mathbf{x}_{t-1}, \mathbf{u}_{t-1}\right)
$$
