Question: Solve in Excel the following problem, using the numerical technique of the steepest descent, with the VBA program proposed in the chapter: min fug Ju
Solve in Excel the following problem, using the numerical technique of the steepest descent, with the VBA program proposed in the chapter: min fug JðuÞ ¼ Z 1 0 1 2 u2 dt þ y2 ð1Þ y_ ¼ y þ u with initial condition y(0) ¼ 4 and y(1) free. (Hint: as y(1) is free to vary we need to integrate numerically backward the costate variable, on which we set the boundary condition such that vh vy ðyðTÞÞ l ðTÞ ¼ 0, while we integrate forward the state variable).
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