I am trying to use sympy to solve a couple optimal control problems
with the Pontryagin Maximum Principle. Right now I am trying to solve
a single problem in an ad hoc fashion and then I will hopefully be
able to add some generality to this. To get started I need help with
solving an equation such as
h = x + (y-1)*u*x
where u is my control variable. Specifically I need to maximize h with
respect to u. u is restricted by [-1:1], x is a positive real number,
and y is a real number. The answer I want is
{ 0 if y-1 < 1
u = {
{ 1 if y-1 > 1
Is there a way to do something like this?
Thanks,
Bill
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