I am trying to find a way to solve this optimal control problem in MATLAB. The function is too complex and the using Hamiltonian in MATLAB couldn't help.The problem describes as below:
Dx = (alpha + beta*u + (gamma + delta*u)*x)*(1-x);
f = ((p - c0*((x0/x)^z))*Dx) - (a + (b*u) + (c*u^2));
Note that the aim is to maximize the function f.
I tried to use fmincon and still the function is too complex to get an answer.