  We consider a general problem of the calculus of variations on time scales
with a cost functional that is the composition of a certain scalar function
with delta and nabla integrals of a vector valued field. Euler-Lagrange
delta-nabla differential equations are proved, which lead to important insights
in the process of discretization. Application of the obtained results to a firm
that wants to program its production and investment policies to reach a given
production rate and to maximize its future market competitiveness is discussed.
