Abstract
This paper treats Beneš' bang-bang control problem. We present a proof of the optimality of a specific control function which differs from those proofs known in the literature and which appears to be useful for other problems too. The idea is to discretize the problem, solve the latter by means of dynamic programming and then to go to the limit.
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Communicated by A. V. Balakrishnan
This work was supported by the Sonderforschungsbereiche 21 and 72, University of Bonn, Bonn, West Germany
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Christopeit, N., Helmes, K. On Beneš' bang-bang control problem. Appl Math Optim 9, 163–176 (1982). https://doi.org/10.1007/BF01460123
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DOI: https://doi.org/10.1007/BF01460123