Publications

Journal Articles

  1. About the bang-bang principle for controlled affine dynamics with Brownian noise
    Ruben Chenevat, Dan Goreac, Qinlong Li, Alain Rapaport
    Journal of Convex Analysis (2026) HAL Publisher

    Summary.
    We study the classical bang-bang principle for affine control systems driven by Brownian noise. We show that the deterministic result can be extended to stochastic settings under suitable assumptions, and obtain a similar result for optimal control problems with expected cost. The theory is illustrated on a linearized SIR epidemiological model.

    Keywords.
    Bang-Bang principle, Optimal control, Stochastic differential equations, Convexity

  2. Optimal structures of crop irrigation strategies with state constraints
    Ruben Chenevat, Bruno Cheviron, Sébastien Roux, Alain Rapaport
    Journal of Optimization Theory and Applications (2026) HAL DOI

    Summary.
    We study optimal control problems for crop irrigation under state constraints and non-smooth dynamics. We show that optimal solutions belong to a family of threshold-based feedback strategies, independently of the considered objective. This characterization provides an efficient framework for numerical optimization and for operational implementation.

    Keywords.
    Optimal control, Crop irrigation, Modelling, State constraints, Feedback, Non-smooth dynamics

Conference Papers

  1. Extremal stochastic controls for affine jump systems with applications to two-line insurance models
    Hezhen Bao, Ruben Chenevat, Dan Goreac, Juan Li
    15th Asian Control Conference (ASCC), 2026 HAL

    Summary.
    We study the classical bang-bang principle for affine control systems driven by Poisson jump processes. We show that similar results can be obtained for stochastic optimal control problems with suitable terminal cost, using extremal controls. The theory is illustrated on a two-line insurance model with equity transfers.

    Keywords.
    Pseudo bang-bang control, Affine jump systems, Poisson random measure, Cramér-Lundberg model, Common-shock risk, Equity transfer, Optimal capital allocation

  2. Common structures of optimal solutions for a crop irrigation problem under various constraints and criteria
    Ruben Chenevat, Bruno Cheviron, Sébastien Roux, Alain Rapaport
    63rd IEEE Conference on Decision and Control (CDC), 2024 HAL DOI

    Summary.
    We study several optimal control problems for crop irrigation under different constraints and objectives. We show that optimal solutions can be described by two families of time-varying feedback strategies, independently of the considered objective. This characterization provides an efficient framework for numerical analysis and optimization.

    Keywords.
    Optimal control, Crop irrigation, State constraints, Non-smooth dynamics, Feedback strategies

  3. About the bang-bang principle for piecewise affine systems
    Ruben Chenevat, Bruno Cheviron, Sébastien Roux, Alain Rapaport
    63rd IEEE Conference on Decision and Control (CDC), 2024 HAL DOI

    Summary.
    We investigate the validity of the classical bang-bang principle for piecewise affine continuous dynamical systems. We show that the principle no longer holds in general, although extremal controls remain optimal where the dynamics is differentiable. Examples illustrate the appearance of singular arcs at the interfaces between affine regions.

    Keywords.
    Bang-Bang principle, Piecewise affine systems, Optimal control, Singular arcs, Non-smooth dynamics

Preprints and Submitted Papers

Manuscripts in preparation

PhD Thesis