## Bryson-Ho 116

### Reference
pp. 116-117 of A. E. Bryson Jr. and Y.-C. Ho, *Applied Optimal Control*. Taylor & Francis, 1975, isbn: 9780891162285.

### Formulation
![formulation](assets/formulation.svg)

The formulation above can be equivalently written as:

![alternative](assets/alternative.svg)

### Solution
A closed-form solution is available for this problem at the reference above.