... [ta,tb]Vectors and Vector Signalsu(t) control vector, u(t)∈Ω⊆Rmx(t) state vector, x(t)∈Rny(t) output vector, y(t)∈Rpyd(t) desired output vector, yd(t)∈Rpλ(t) costate vector, λ(t)∈Rn,i.e., ... derivative with respect to the time tE{ } expectation operator[ ]T,T taking the transpose of a matrixU adding a matrix to its transpose∂f∂xJacobi matrix of the vector function f with respect to ... simultaneously minimized with respect to u and maximized with respect to v, when both of the players are allowed to use state-feedback control.Remark: As in the LQ regulator problem, the penalty...