In this paper we study the existence of optimal trajectories associated with a generalized solution to Hamilton-Jacobi-Bellman equation arising in optimal control. In general, we cannot expect suchâ€¦ (More)

We derive a differential inclusion governing the evolution of optimal trajectories to the Mayer problem. The value function is allowed to be discontinuous. This inclusion has convex compactâ€¦ (More)

It is well known that the adjoint state of the Pontryagin maximum principle may be discontinuous whenever the optimal trajectory lies partially on the boundary of constraints. Still we prove that ifâ€¦ (More)