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The solution of this optimal control is described in terms of solutions of the integral Riccati equation. This Riccati equation is equivalent to the algebraic Riccati equation for time-invariant, finite-dimensional systems. It is shown that the integral Riccati equation has a bounded solution if and only if the cost-criterium is bounded from below. Under this condition the infimum of the cost equals \\(\\langle x_0,P(t_0)x_0\\rangle\\), where \\(x_0\\) is the state at time initial \\(t_0\\) to \\(P(t_0)\\) is the solution of the integral Riccati equation. By means of a simple example it is shown that in general this infimum will not be a 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