How Dynamic Programming can be used to reduce the complexity of the following problem?
Let $J\left(U_{0},\ldots,U_{N-1}\right)=\sum_{k=0}^{N}trace\left(X_{k}^{*}X_{k}\right)$, where $X_{0}$ is given and $X_{k+1}=A_{k}X_{k}+B_{k}U_{k}$, for $k=0,\ldots,N-1$, where $X_{k}$ is $m\times...
09 April 2025
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