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A modified Hamilton-Jacobi approach in the generalized problem of Bolza

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Abstract

We are concerned with developing sufficiency criteria for the generalized problem of Bolza, where the Hamiltonian is neither concave-convex nor differentiable. The core of the approach is the “modified” Hamilton-Jacobi inequality which leads to a new type of sufficient conditions. This latter is then used to derive new first order and known second order sufficient conditions.

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Authors and Affiliations

  1. Department of Mathematics, University of Alberta, T6G 2G1, Edmonton, Canada

    Vera Zeidan

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  1. Vera Zeidan
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Additional information

Communicated by A. V. Balakrishnan

The publication of this report has been made possible due to a grant of the Fonds FCAC for the help and support of research.

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Zeidan, V. A modified Hamilton-Jacobi approach in the generalized problem of Bolza. Appl Math Optim 11, 97–109 (1984). https://doi.org/10.1007/BF01442172

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  • DOI: https://doi.org/10.1007/BF01442172

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