Abstract

An existence result for optimal control problems of Lagrange type with unbounded time domain is derived very directly from a corresponding result for problems with bounded time domain. This subsumes the main existence result of R. F. Baum ¦ J. Optim. Theory Appl. 19 (1976), 89–116¦ and has the existence results for optimal economic growth problems of S.-I. Takekuma ¦ J. Math. Econom. 7 (1980), 193–208¦ and M. J. P. Magill ¦ Econometrica 49 (1981), 679–711; J. Math. Anal. Appl. 82 (1981), 66–74¦ as simple corollaries. In addition, a new notion of uniform integrability is used, which coincides with the classical notion if the time domain is bounded.

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