Mathematics for Economists

(Greg DeLong) #1

Optimal control


d
dt

p^2 = d
dt

x^2 , x^2 =p^2 +C.

x^2 = p^2 +C=

(xu)^2
1 +u^2 +C
x^2 +x^2 u^2 = (xu)^2 +C


1 +u^2




x^2 = C


1 +u^2




=C





1 +





x

 2 

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