Lagrange and Bolza Problems of Optimal Control and Other Problems
As we have shown in Section 1.9, Lagrange, Bolza, and Mayer problems can be essentially transformed one into the other by simple changes of space variables. Thus, the necessary condition and the other statements of Chapter 4 for Mayer problems have their counterpart for Lagrange and Bolza problems. We present here briefly the main statements for the Bolza problems for easy reference, those for Lagrange problems being the same (with g =0).
KeywordsHamiltonian Function Admissible Pair Canonical Equation Optimal Pair Single Trajectory
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