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The principle of invariant imbedding is :

(a) The optimal control sequence is function of initial state

(b) The optimal control sequence is function of number of stages N

(c) Control problem is imbedded with the family of problems with fixed initial value and final state

(d) The optimal control sequence is function of final state

The question was posed to me by my college professor while I was bunking the class.

My query is from Optimal Control Systems in portion Optimal Control Systems of Control Systems

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The correct answer is (c) Control problem is imbedded with the family of problems with fixed initial value and final state

The explanation: In principle of invariant imbedding we do not regard the control problem as an isolated problem with fixed initial value and N but rather imbed it with the family of problems.

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