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Relaxed controls have proved to be very useful in studying the existence of optimal controls in optimal control theory. Many positive results have been obtained in the literature. However, negative results have also made their rare appearances. The optimal control problem considered in this paper looks quite simple. Yet, by treating such a problem, we can get interesting results, substantiating our idea as to whether an optimal control exists or not. In our opinion, the method used in the paper can be applied to more generalized cases. [ABSTRACT FROM AUTHOR]