[step:Show that the maximized Hamiltonian is constant on each smooth control arc]Let $I \subset [t_0,t_1]$ be a smooth control arc on which $u^*$ is regular. Define
\begin{align*}
h_I: I &\to \mathbb{R}
\end{align*}
\begin{align*}
t &\mapsto H(x^*(t),p(t),u^*(t)).
\end{align*}
By hypothesis, $h_I$ has an absolutely continuous representative on $I$. On this arc, the Pontryagin equations are
\begin{align*}
\dot{x}^*(t) = \partial_p H(x^*(t),p(t),u^*(t))
\end{align*}
and
\begin{align*}
\dot{p}(t) = -\partial_x H(x^*(t),p(t),u^*(t))
\end{align*}
for $\mathcal{L}^1$-a.e. $t \in I$. By the interior stationarity hypothesis on the smooth control arc,
\begin{align*}
\partial_u H(x^*(t),p(t),u^*(t)) = 0
\end{align*}
for $\mathcal{L}^1$-a.e. $t \in I$.
For such $t$, the chain rule for absolutely continuous compositions gives
\begin{align*}
\frac{d}{dt} h_I(t)
=
\partial_x H(x^*(t),p(t),u^*(t)) \cdot \dot{x}^*(t)
+
\partial_p H(x^*(t),p(t),u^*(t)) \cdot \dot{p}(t)
+
\partial_u H(x^*(t),p(t),u^*(t)) \cdot \dot{u}^*(t).
\end{align*}
Substituting the state equation, the adjoint equation, and the stationarity condition yields
\begin{align*}
\frac{d}{dt} h_I(t)
=
\partial_x H(x^*(t),p(t),u^*(t)) \cdot \partial_p H(x^*(t),p(t),u^*(t))
-
\partial_p H(x^*(t),p(t),u^*(t)) \cdot \partial_x H(x^*(t),p(t),u^*(t)).
\end{align*}
The two scalar products are equal, so
\begin{align*}
\frac{d}{dt} h_I(t) = 0
\end{align*}
for $\mathcal{L}^1$-a.e. $t \in I$. Since $h_I$ is absolutely continuous and has derivative zero almost everywhere, $h_I$ is constant on $I$.[/step]