Article ID: | iaor19961037 |
Country: | United States |
Volume: | 33 |
Issue: | 6 |
Start Page Number: | 1952 |
End Page Number: | 1977 |
Publication Date: | Nov 1995 |
Journal: | SIAM Journal on Control and Optimization |
Authors: | Pullan Malcolm P. |
Keywords: | control processes |
This paper discusses the nature of optimal solutions for a class of continuous linear programs called separated continuous linear programs. It is shown that under various different assumptions on the problem data there exist optimal solutions that are piecewise constant, piecewise polynomial, or, more generally, piecewise analytic. These results are reminiscent of bang-bang results in linear optimal control.