  Optimal control problems with oscillations (chattering controls) and
concentrations (impulsive controls) can have integral performance criteria such
that concentration of the control signal occurs at a discontinuity of the state
signal. Techniques from functional analysis (anisotropic parametrized measures)
are applied to give a precise meaning of the integral cost and to allow for the
sound application of numerical methods. We show how this can be combined with
the Lasserre hierarchy of semidefinite programming relaxations.
