diff --git a/lectures/markov_jump_lq.md b/lectures/markov_jump_lq.md index a23e61bb..92c27dcc 100644 --- a/lectures/markov_jump_lq.md +++ b/lectures/markov_jump_lq.md @@ -201,16 +201,12 @@ The optimal value functions $- x' P_i x - \rho_i$ for $i = 1, \ldots, n$ satisfy the $N$ interrelated Bellman equations $$ - \begin{aligned} -x' P_i x - \rho_i & = \max_u - - \\ - x'R_i x & + u' Q_i u + 2 u' W_i x + \beta \sum_j \Pi_{ij}E ((A_i x + B_i u + C_i w)' P_j (A_i x + B_i u + C_i w) x + \rho_j) \end{aligned} - $$ The matrices $P_{s_t} = P_i$ and the scalars