  This paper studies convex problems of Bolza in the conjugate duality
framework of Rockafellar. We parameterize the problem by a general Borel
measure which has direct economic interpretation in problems of financial
economics. We derive a dual representation for the optimal value function in
terms of continuous dual arcs and we give conditions for the existence of
solutions. Combined with well-known results on problems of Bolza over
absolutely continuous arcs, we obtain optimality conditions in terms of
extended Hamiltonian conditions.
