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FIX: math for aligned
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mmcky committed Feb 7, 2025
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Expand Up @@ -201,16 +201,12 @@ The optimal value functions $- x' P_i x - \rho_i$ for
$i = 1, \ldots, n$ satisfy the $N$ interrelated Bellman equations

$$
\begin{aligned}
-x' P_i x - \rho_i & = \max_u -
\\
x'R_i x & + u' Q_i u + 2 u' W_i x +
\beta \sum_j \Pi_{ij}E ((A_i x + B_i u + C_i w)' P_j
(A_i x + B_i u + C_i w) x + \rho_j)
\end{aligned}
$$

The matrices $P_{s_t} = P_i$ and the scalars
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