Lipschitzian regularity of the minimizing trajectories for nonlinear optimal control problems

Abstract

We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions can we assure optimal controls are bounded? This question is related to one of Lipschitzian regularity of optimal trajectories, and the answer to it is crucial in closing the gap between the conditions arising in existence theory and necessary optimality conditions. Rewriting the Lagrange problem in a parametric form, we obtain a relation between the applicability conditions of the Pontryagin maximum principle to the latter problem and the Lipschitzian regularity conditions for the original problem. Under the standard hypotheses of coercivity of the existence theory, the conditions imply that the optimal controls are essentially bounded, assuring the applicability of the classical necessary optimality conditions like the Pontryagin maximum principle. The result extends previous Lipschitzian regularity results to cover optimal control problems with general nonlinear dynamics.