A bang-bang solution with infinitely many switching points for a parabolic boundary control problem with terminal observation

TL;DR

This paper demonstrates the existence of a chattering, bang-bang optimal control with infinitely many switches for a specific parabolic boundary control problem, resolving an open question in the literature.

Contribution

It proves that such infinitely switching optimal controls can exist in a parabolic boundary control setting, using Fourier analysis and specialized power series.

Findings

Existence of a bang-bang control with infinitely many switches.

Positive objective function value achieved by the control.

Analytical methods used may be of independent interest.

Abstract

We study a parabolic boundary control problem with one spatial dimension, control constraints of box type, and an objective function that measures the $L^2$-distance to a desired terminal state. It is shown that, for a certain choice of the desired state, the considered problem possesses an optimal control that is chattering, i.e., of bang-bang type with infinitely many switching points and a positive objective function value. Whether such a solution is possible has been an open question in the literature. We are able to answer this question in the affirmative by means of Fourier analysis and an auxiliary result on the existence of power series with a certain structure and sign-changing behavior. The latter may also be of independent interest.