The object of this paper is the beginning of a formulation of a method to find bounds to process functions, such as work and heat, for processes occurring in finite time. A general variational statement of the problem is given. Then model problems are solved, all but one of which are based on the "step-Carnot" cycle. This is similar to the reversible Carnot cycle but with the external pressure varying in finite steps. Such a system only needs to go through a finite number of equilibrium states during its cycle. The problems are the maximization of effectiveness of the step-Carnot cycle, the maximization of efficiency of the same cycle, the determination of optimal period for a step-Carnot cycle whose contact with the external reservoirs has finite heat conductance, and the determination of the maximum power and the rate at which maximum power is obtained, for a continuous Carnot cycle with finite heat conductance between system and thermostats.