discount

Class property.

objective.discount

The discount factor of the objective.

For a discount factor \(\delta \in (0,1]\) the discounted objective function is given by

\[J(t,x,u,N) = \sum_{k=0}^{N-1} \delta^k \ell(t_k,x(t_k),u(t_k)) + F(t_N,x(t_N)).\]

By default the discount factor is equal to 1 \(\delta = 1\). Then, we name the problem undiscounted. The discount factor for the OCP of the MPC simulation can be set when the nmpyc.model.model.mpc() method is called.

Type:

float