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Aug 13 at 5:49 comment added mlk You cannot enforce continuity without controlling the derivative. You can approximate that discontinuous solution by continuous solutions deviating from the optimum only in $(T-\epsilon,T)$, which for $\epsilon \to 0$ will converge pointwise and in value to that jump. So assuming the minima of $F(.,T)$ and $B$ do not accidentally sync up, the problem has no continuous minimizer.
Aug 12 at 20:27 comment added Analytic Many thanks. However, wouldn't this approach lead to a discontinuity of x(t) for t=T? Is there any way to enforce continuity? Indeed, the problem corresponds to a reasonable physical model.
Aug 12 at 19:08 history answered mlk CC BY-SA 4.0