Calculus of variations
Asyis an arbitrary function, hencey(b)andy(a)is also arbitrary, so ifx
is an optimal solution thenFx^0t,x(t),
x(t)=
d
dtF
^0
xt,x(t),
x(t)φ^0 b(x(b)) = Fx^0 b,x(b),
x(b)φ^0 a(x(a)) = Fx^0 a,x(a),x(a)DeÖnition
The last two conditions are called the transversality conditions.