Hi, I am trying to solve a control problem where I have to minimize the fuel consumption of a vehicle:
$$J=\int_{0}^{T} L(x(t), u(t),t) + g(x(T),T)dt$$
##L(u(t),v(t))=\sum\limits_{i,j=0}^{2} K_{i,j} u(t)^i v(t)^j ## is convex (quadratic) and the term ##g(x(T),T)## is to have a constraint in the...