Optimal Control ·The Lagrangian: 00 L,=∑B'U(c,1-l,)+∑4，[F(k,l,)+(1-6)k,-C,-k+] t=0 t=0 Let=u,B'and define Hamiltonian as: H,=H(k,k+1,C,,) 三U(c,1-1,)+,[F(k,l)+(1-δ)k,-C,-k+]→ L。=∑B{U(c,1-1,)+,[F(k,)+(1-6)k,-c,-k+1]} 1=0 00 ∑BH,orL,=H,+L4l t=0 电子科大经管学院马捷 8Optimal Control  The Lagrangian: 电子科大经管学院 马捷 8               0 1 0 0 ( ,1 ) [ ( , ) ( 1 ) ] t t t t t t t t t t t L  U c l  F k l  k c k   1 0 0 0 1 1 1 ( ,1 ) [ ( , ) ( 1 ) ] ( ,1 ) [ ( , ) ( 1 ) ] ( , , , , ) Let / :                               t t t t t t t t t t t t t t t t t t t t t t t t t t t t t t t t t H or H U c l F k l k c k U c l F k l k c k H H k k c l and define Hamiltonia n as L L L           