Infinite Horizon Problems in the Calculus of Variations: The Role of Transformations with an Application to the Brachistochrone Problem

摘要

In this paper we consider a class of infinite horizon variational problems resulting from a transformation of singular variational problems. Herein we assume that the objective is convex. The problem setting implies a weighted Sobolev space as state space. For this class of problems we establish necessary optimality conditions in form of a Pontryagin type maximum principle. A duality concept of convex analysis is provided and used to establish sufficient optimality conditions. We apply the theoretical results proven to the problem of the Brachistochrone.