enter image description hereI used anaconda to launch vs-code and opened an .ipynb file and came across the parse error in the title, but it compiled fine in browser (same code).
$$u\\left( c \\right) = \\left{ {\\begin{array}{\*{20}{c}}
{\\frac{{ - {e^{ - \\alpha c}}}}{\\alpha },\~\~\\left( {\\alpha \> 0} \\right)}\\
{\~c,\~\~\~\~\~\~\~\~\\left( {\\alpha = 0} \\right)}
\\end{array}} \\right.$$