In the sequel, we assume that, for example,
the controls appear
nonlinearly in , the optimal control is continuous and
the final time is fixed.
Furthermore, we assume that the
number of inequality constraints is 1 and
that the constraint
is active within an interval
along the
optimal trajectory,
where .

- Necessary first order optimality conditions of the continuous problem
- Necessary first order optimality conditions of the discretized problem

Fri Apr 5 21:38:03 MET DST 1996