The context: I have been working lately with problems like the following: Let $ x_{k}\in\mathbb{R}^n$ be a state evolving accroding to: $ $ x_{k+1} = f(x_k,u_k), k=0,\dots,N-1 $ $ given some $ x_0$ and controls $ u_0,\dots,u_{N-1}\in\{1,\dots,L\}$ (the set of possible controls is a finite set of "modes"). The goal is to choose the controlsRead more