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Costate equation
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== Solution == The state equation is subject to an initial condition and is solved forwards in time. The costate equation must satisfy a [[transversality condition]] and is solved backwards in time, from the final time towards the beginning. For more details see [[Pontryagin's maximum principle]].<ref>[[I. Michael Ross|Ross, I. M.]] ''A Primer on Pontryagin's Principle in Optimal Control'', Collegiate Publishers, 2009. {{ISBN|978-0-9843571-0-9}}.</ref>
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