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

  • Cannarsa P
  • Frankowska H
  • Marchini E
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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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Cannarsa, P., Frankowska, H., & Marchini, E. (2009). Existence and Lipschitz regularity of solutions to Bolza problems in optimal control. Transactions of the American Mathematical Society, 361(9), 4491–4517. https://doi.org/10.1090/s0002-9947-09-04765-5

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