Handle exogenous inputs
The system dynamics and the stage cost fundamentally depend on the current state of the system itself and the control variables.
- system dynamics
- stage cost
However, it is also possible to introduce a dependence of the state dynamics and stage cost on another signal wich is known a priori for each stage of the decision problem. In the context of DynaProg, this type of signal is called an exogenous input (
). Thus, the sytem dynamics and stage cost can take the form
). Thus, the sytem dynamics and stage cost can take the form- system dynamics
- stage cost
.
Include an exogenous input the system and cost function
Create the system and cost function with signature:
[x_next, stage_cost, unfeas] = sysfun(x, u, w)
where w is used to pass exogenous input to your function. Similarly to x and u, it must be treated as a cell array, where each cell can contain a separate exogenous input.
Include the exogenous input in the problem structure
In the script where you set up and solve the problem, create the DynaProg problem by also including the Name-Value pair argument 'ExogenousInput', followed by a cell array of vectors which contains the value of your exogenous inputs for each stage of the problem.
w{1} = exo_input_1;
w{2} = exo_input_2;
prob = DynaProg(___, 'ExogenousInput', w);
Each vector contained in w should have the same length as the number of stages of the problem.