Chapter Twelve Dynamic Optimization in Continuous Time If one considers motion with the same initial and terminal points then, the shortest distance between them being a straight line, one might think that the motion along it needs least time. It turns out that this is not so. G. Galilei · How to find the extrema of an infinite-dimensional problem with constraints, that is, how to solve the problem t 1 J(x(·), u(·)) = t 0 f (t, x(t), u(t))dt extr, x = (t, x, u),