ABSTRACT
We can generalize the solutionmethod to deterministic, time-varying control systems. Consider a system whose state at time t is denoted by x(t) ∈ X . If a control input u(t) ∈ U is chosen at time t, then the next state x(t + 1) is determined as,
x(t + 1) = f (x(t), u(t), t). The system starts in some state x(t0) = x0 at time t0. For simplicity, suppose that there are only a finite number of possible control actions, i.e., U is finite.
