Existence and Lipschitz regularity of solutions to Bolza problems in optimal control

Cannarsa, P.; Frankowska, H.; Marchini, E.

doi:10.1090/S0002-9947-09-04765-5

Existence and Lipschitz regularity of solutions to Bolza problems in optimal control
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by P. Cannarsa, H. Frankowska and E. M. Marchini PDF

Trans. Amer. Math. Soc. 361 (2009), 4491-4517 Request permission

Abstract:

In this paper we investigate the existence and Lipschitz continuity of optimal trajectories for the autonomous Bolza problem in control theory. The main feature of our results is that they relax the usual fast growth condition for the Lagrangian. Furthermore, we show that optimal solutions do satisfy the maximum principle.

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