State transversality conditions that can be used with Pontryagin's maximum principle and say when they are helpful.
Given T, it is desired to maximize c1x1(T)+c2x2(T), where
x˙1=u1(a1x1+a2x2),x˙2=u2(a1x1+a2x2),
and u=(u1,u2) is a time-varying control such that u1⩾0,u2⩾0 and u1+u2=1. Suppose that x1(0) and x2(0) are positive, and that 0<a2<a1 and 0<c1<c2. Find the optimal control at times close to T. Show that over [0,T] the optimal control is constant, or makes exactly one switch, the latter happening if and only if
c2ea2T<c1+a2a1c2(ea2T−1)