How can we convert from Lagrange form in objective function of an optimal control problem to Mayer
Maybe, you find the answer of your question in the attached files
Good Luck
To convert from Lagrange to Mayer form, introduce a new state variable x0 and let (x0' ) be equal to term inside the integral in the cost function. Also let x0(t0) be 0. So your cost function now becomes J = x0(tfinal), which is in mayer form.
Hope that helps.
https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=3&ved=0CCwQFjAC&url=http%3A%2F%2Fla.epfl.ch%2Ffiles%2Fcontent%2Fsites%2Fla%2Ffiles%2Fshared%2Fimport%2Fmigration%2FIC_32%2Fic-32_lectures-17-28.pdf&ei=X4yGVcK5NYn5UozxsvgKWho%20can%20we%20convert%20from%20Lagrange%20form%20in%20objective%20function%20of%20an%20optimal%20control%20problem%20to%20Mayer?&usg=AFQjCNE-aZIsmriOLd863_VVtCsU8AkQsg&si222g2=g5EzdPX-agOyDPjE5naM_A&bvm=bv.96339352,d.d24&cad=rja
Please check this thesis, which studied Mayer form optimal control:
http://www.caam.rice.edu/tech_reports/2003/TR03-10.pdf
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