Bolza Problems with General Time Constraints (Q4377428)

The minimization problem considered in the paper is \[ \min\Biggl\{\ell(a,b,x(a), x(b))+ \int^b_a L(t,x,x')dt: a,b\in\mathbb{R},\;x\in W^{1,1}(a,b,\mathbb{R}^n)\Biggr\}, \] where \(\ell\) and \(L\) are given functions with values in \(\mathbb{R}\cup\{+\infty\}\). Here the endpoints \(a,b\) are not given, but belong to the unknowns of the problem. Under suitable assumptions, which however do not require the differentiability of \(\ell\) and \(L\), the necessary conditions for optimality are obtained, in terms of the functions \(\ell\) and \(L\), of the Hamiltonian \(H= L^*\), and of their subdifferentials suitably defined. Several particular situations fall into the general framework of assumptions: for instance, cases with fixed endpoints, velocity constraints of the form \(x'\in F(t,x)\), minimal time problems, unilateral state constraints.