An approximation procedure for solutions to Mayer problems with cost functional not of classC

We consider here control problems in the Mayer form, with a cost functional which is continuous, but not necessarily of classC ¹. The usual necessary conditions for such problems cannot be applied, since they require that the cost functional beC ¹. We describe a convergence procedure, based upon approximations to the cost functional, that will yield an optimal trajectory to such control systems. Criteria are given which justify that this approximation procedure will yield a trajectory and control, satisfying certain prescribed conditions, which minimize the above cost functional within a specified class of such pairs. Examples are presented.