BOLZA PROBLEMS WITH GENERAL TIME CONSTRAINTS

This work provides necessary conditions for optimality in problems of optimal control expressed as instances of the generalized problem of B olza, with the added feature that the fundamental planning interval is allowed to vary. A central product of the analysis is a generalizatio n of the conservation-of-Hamiltonian condition for problems on tither fixed or variable intervals. The results, which allow for unprecedente d generality in the problem data, are derived from known properties of fixed-interval problems under the hypothesis that the time-dependence of the objective integrand has the same modest level of regularity as the state-dependence.