Assume a finite optimum with and continuous price near its completion time. With costate for the remaining-file state, the minimization Hamiltonian of an optimal-control problem is . It is independent of , so is constant. By the Pontryagin maximum principle, pointwise minimization over gives
This is a bang-bang control away from equality. At equality partial transmission or either endpoint rate is allowed. This also follows by exchanging a small amount of transmission from a more expensive time to a cheaper unused time. The free-terminal-time transversality condition is . Since , it forces and terminal transmission at rate one, yielding
Without regularity/existence hypotheses an arbitrary known price need not have a finite differentiable optimum; the equality is the interior terminal-time condition used here.
For , , feasible completion requires for finite cost. The price decreases to its minimum at one and then increases. Its cheapest unrestricted interval of length one has endpoints of equal price, giving and . For , the cheapest length-one subset of is the terminal interval : its left endpoint has at least the price of its right endpoint, and the earlier times are still more expensive. For the transmission minimum is unchanged from that unrestricted interval, while the delay cost increases, so no optimum lies beyond .
For the terminal-interval policy the total cost is
Its derivative is strictly increasing on , since . It is negative near one and positive at , so the unique global optimum is
There is exactly one positive root: none lies in because the left side is negative, and the strictly monotone comparison gives exactly one in . Its threshold is .
Reachable set 2026-10-14
The reachable set collects all endpoints attainable from at exactly by admissible control inputs. If arrival any time up to is allowed, use , with . These definitions differ: a general dynamical system may drift away after early arrival, so waiting need not preserve the target. The reachable set is always relative to a declared input class and any constraints on the entire path.
For the double integrator starting from , now require measurable functions as control inputs with almost everywhere. Write for its endpoint at . Two integrals determine the endpoint:
Our mathematical example has the exact reachable set
To see the upper boundary, fix : put first and last, switching at . This maximizes the weighted integral for position because early commands have the largest weight ; the required net velocity fixes . Formally, has the same sign as this maximizing command, so changing to any other admissible command with the same integral cannot increase . Reversing the order gives the lower boundary. Pointwise convex combinations of these two commands preserve and attain every intermediate , so the formula describes the whole region, not merely a bound. The extreme commands are bang-bang control.
Figure 1.
An amplitude bound limits endpoints; a shared input can remove a state direction entirely
. Analytic mathematical examples, not measured data. Left: the exact double integrator reachable set from rest at with . Each curved boundary comes from one switch between and . At final velocity , the available position interval is , excluding . Right: only reaches the diagonal from zero. Unrestricted inputs fill the entire line; the same bound at leaves only its segment from to . Details.
In particular, the bounded double integrator can move from rest to position and rest again exactly when . Its minimum duration is therefore in these normalized units. With freely chosen time every rest-to-rest distance is attainable; with a fixed deadline many are excluded. Changing the amplitude bound to with scales this condition to . This shows why specifying the controls matters even when the Kalman rank criterion gives full rank of a matrix.
In closed quantum control, a density operator reachable set lies inside its unitary orbit of a density operator, since coherent evolution preserves the spectrum. That orbit need not be fully reachable under the available control inputs.