New Necessary Conditions for the Generalized Problem of Bolza

Problems of optimal control are considered in the neoclassical Bolza format, which centers on states and velocities and relies on nonsmooth analysis. Subgradient versions of the Euler--Lagrange equation and the Hamiltonian equation are shown to be necessary for the optimality of a trajectory, moreover in a newly sharpened form that makes these conditions equivalent to each other. At the same time, the assumptions on the Lagrangian integrand are weakened substantially over what has been required previously in obtaining such conditions.

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