Publications
Journal Articles
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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 PublisherSummary.
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 -
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 DOISummary.
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
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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 HALSummary.
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 -
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 DOISummary.
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 -
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 DOISummary.
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
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Extension of the bang-bang principle for piecewise affine dynamics under state constraints
Ruben Chenevat, Bruno Cheviron, Sébastien Roux, Alain Rapaport
(Submitted, April 2026) HALOverview.
We study the classical bang-bang principle for piecewise affine control systems with state constraints and time-dependent regional partition. We show that optimal trajectories can be composed of bang-bang arcs in differentiable regions, and possible singular or constrained arcs at interfaces or boundaries. This extends previous results to a broader class of regional optimal control problems.Keywords.
Optimal control, Bang-Bang principle, Piecewise affine dynamics, State constraints, Singular arcs
Manuscripts in preparation
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Exploring the optimality of threshold-based crop irrigation feedback strategies
Ruben Chenevat, Bruno Cheviron, Alain Rapaport, Sébastien Roux
HALOverview.
We investigate threshold-based irrigation strategies for crop irrigation using a simplified optimal control model. We combine previous analytical results with global sensitivity analysis to identify the main parameters governing optimal irrigation scheduling and to assess the robustness of suboptimal strategies. This work illustrates how optimal control theory can support practical irrigation decision making.Keywords.
Optimal control, Global sensitivity analysis, Crop irrigation modeling, Suboptimality assessmentStatus.
Final manuscript under co-authors revision
PhD Thesis
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Optimal control of irrigation: Double mathematical and agronomic modeling towards an application to the Optirrig model
Ruben Chenevat (2025) HAL DOISummary.
This thesis investigates crop irrigation optimization from the perspective of optimal control theory, with the aim of developing efficient decision strategies under limited water resources. It combines mathematical analysis, numerical exploration, and agronomic modeling through a double modeling approach, linking a theoretical optimal control model (CCI) with the operational irrigation model Optirrig. More generally, this work illustrates how analytical optimal control results can support numerical exploration, uncertainty analysis, and model-based decision making for irrigation management.Keywords.
Main contributions.
Optimal control under constraints, Pontryagin's Maximum Principle, Crop irrigation model, Non-smooth dynamics, Bang-Bang principle, Sensitivity analysis, Averaged cost control- Extension of the bang-bang principle for piecewise affine systems and stochastic systems
- Characterization of optimal solutions described by threshold-based irrigation strategies
- Global sensitivity analysis and robustness of near-optimal irrigation policies
- Double modeling approach linking the theoretical CCI model and the operational Optirrig model
- Perspectives on optimal control of irrigation under parameter and weather uncertainties
