Bang-bang and Singular

Controls
Suzanne Lenhart
University of Tennessee, Knoxville
Departments of Mathematics

Supported by NIH grant

Lecture4 p.1/??

Bang-Bang Control

 





 






A solution to a problem that is linear in the

control frequently involves discontinuities in the
optimal control

Lecture4 p.2/??

) (
*

!
&

 

0
-

&

 

&

 

,
-

&

 

if
if
if


'

&

where
at
!


!

 

 


 

is switching function. Maximize

 

$ #

 

" $ #

"

" !$

 

 

 

 

$ 
%

" !

Contd.

rest
w.r.t.

Lecture4 p.3/??

6
2
1

21

If
is not sustained over an
interval of time, then the control is bang-bang.
Bang-bang always at the extreme values of the
control set.
u*

Lecture4 p.4/??

over an interval of time, the

is singular.
A

>

>

<

<

?
;
:

;:

If
value of

>

The choice of must be obtained from other

information than max w.r.t. .
D

The times when the OC switches from to or

vice-versa or switches to singular control are
called switch times.
(Sometimes difficult to find).

Lecture4 p.5/??

RQ

P O
%
N

max sales

R K

PN

N
LK

R K
O

stock can be reinvested to expand capacity

or sold for revenue
fraction of stock to be reinvested
U

R K

O
P

PN
T

UK

HG

LK

Example

Lecture4 p.6/??

d h

W
c

Y
a

d Y

d Y

when

d Y

is decreasing and
On
.
X

when

Lecture4 p.7/??

Z
`

W
X

a X
b

]
^

[Y

Z Y
%

t r

z y
{

k
l

t r

r
p

q
m

p
n

If

t r

If

k
l

Switch time

Lecture4 p.8/??

 ~

Example

no transversality condition

Lecture4 p.9/??

DE

That solution does not satisfy

switch from
at
on
If
on

is switching function and it will

to at most once.

.
Lecture4 p.10/??

at

must be continuous at

Switching function

DE

There must be one switch.

On

Lecture4 p.11/??

Lecture4 p.12/??

Basic resource Model

catchability

price and

control (effort),

(Clark p. 95) Fishery

max discounted profit

revenue - cost

Lecture4 p.13/??




 





 



 

 






when

 

Singular control occurs when the coefficient of

control is zero over a time interval (switching
function is zero).

singular case
Lecture4 p.14/??

"
-

"

"



"

"

*)

'

,
%



 
+

"

&

"

'




&



&

on a time interval. Solve for

"

'

*)

'

"

"




&

 

Suppose

Lecture4 p.15/??

?5

BA@

?5

@
F

DC

<;

0.

after substituting in . Set 2 expressions for

?5

cancel
8

./

?5

@
F

DC

=
>
<;

A @

<;

5 3
6

0.

=
>
<;

8
9
7

@
F

DC

BA@

./

34

From necessary conditions

equal

Lecture4 p.16/??

O
M
RS

RS

RS

V
S

O N
P

cancel

Q N
P

Term involving control

V
S

V
Q
M

RS

..
.

optimal state should satisfy this equation when in

the singular control case.
(find and use state DE to find ).
Lecture4 p.17/??

k
^

a`[

k
^

i
^l

a`[

b
f

\
]
[

\
]
[

a`[

\
]
[

Simple case

ignoring cost of fishing

Singular case

during singular case

Lecture4 p.18/??

s
m
p

, singular case
t
t
q

r
q

If

During singular case

Lecture4 p.19/??

state (bacteria)

~
v

 v

~
v

a}|

Back to Bioreactor Model

~
v

~
v
z
x

control (nutrient input)

Lecture4 p.20/??

using

may satisfy

If
on a time interval, singular control

DE

Lecture4 p.21/??

is a strictly decreasing function. Thus

can show if

cannot be maintained on an interval. No singular

case here.
One switch occurs when

and

sufficiently large, there

is a switch.
Lecture4 p.22/??

If

or large
Where is decay rate of contaminant and
growth rate of bacteria
and sufficiently large, there is a switch

is

u*
M

Otherwise

^T

i.e. no nutrient feeding.

Lecture4 p.23/??