A typical example
ZT
0
exp( rt)U(C(t))dt!max
K^0 (t)=F(K(t)) C(t) bK(t)
K( (^0) )=K 0 ,K(T) 0 ,C(t) 0
is an optimal control problem. First two lines are always there the third
line, the boundary conditions, has many variations. The boundary
conditions are very important!