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This homework is taken from the subject EE236 at Stanford. File homework on this subject in this file.

You're going to solve the problem 17 (Excercise 17). Follow the task, therefore, resolve points a), b). Report with answers to questions in PDF and matlab's code upload to uploading system.

Clarification of what should PDF report include:

• Task a) Definition of LP tasks, including precise definitions of all the variables (matrices, vectors). To simplify the writing, consider the case N = 2 states.
• Task b) dependency graph containing $u(t)$, $x_1(t)$ a $x_2(t)$ na $t$. Optimal consumption of $F$.

To solve the task b) you need a LP solver. You have the following options:

• (Recommended option) SeDuMi solver free download here.
  • Installation:
    • Download zip file and unpack it into a selected directory.
    • Set the path to directory by command addpath. From now you can use command sedumi for solving LP in standard form, which you must transfer the task.
• Linprog solver can be obtained using CTU multilicence Matlab.