ABSTRACT
In the last chapter, we developed necessary conditions to solve basic optimal control problems. However, some difficulties can arise with this method. It is possible that the necessary conditions could yield multiple solution sets, only some of which are optimal controls. Further, recall that in the development of the necessary conditions, we began by assuming an optimal control exists. It is also possible that the necessary conditions could be solvable when the original optimal control problem has no solution. We expect the objective functional evaluated at the optimal state and control to give a finite answer. If this objective functional value turns out to be ∞ or −∞, we would say the problem has no solution. An example of this is given below.
