Lipschitz continuity of optimal trajectories in deterministic optimal control

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Abstract

This note concerns existence, Lipschitz continuity and Du Bois-Reymond necessary optimality condition for optimal trajectories of an autonomous Bolza problem in control theory. Our results relax the usual fast growth condition on the Lagrangian.

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Cannarsa, P., Frankowska, H., & Marchini, E. M. (2008). Lipschitz continuity of optimal trajectories in deterministic optimal control. In Progress in Nonlinear Differential Equations and Their Application (Vol. 75, pp. 105–116). Springer US. https://doi.org/10.1007/978-3-7643-8482-1_7

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