Question: How do I approach this? Consider the optimal control problem Jr[u] = So x2(t) tul(t) dt subject to the dynamics x = atu and initial

How do I approach this?

Consider the optimal control problem Jr[u] = So x2(t) tul(t) dt subject to the dynamics x = atu and initial condition x(0) = 1. Then the optimal control cost Jr[u*] is uniformly bounded as a function of T? (That is, there exists a constant C such that Jru*]

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