Question: How do I approach this? Consider the optimal control problem Jru] = So -ax2(t) + u2(t) dt subject to the dynamics x = -x +

How do I approach this?

Consider the optimal control problem Jru] = So -ax2(t) + u2(t) dt subject to the dynamics x = -x + u and initial condition x(0) = 1. The constant a E R. Assuming it is well-defined, denote J := minu(.) Jr[u]. As a varies, what can be said about the sign of JX? Can you identify the largest range (in R) of a such that J* is well-defined? What can be said about JX as Too

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