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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2508.10692 |
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Table of Contents:
- A solution algorithm for a special class of optimal control problems subject to an ordinary differential equation is proposed. The controls possess a continuous-or-off structure and are priced by a convex function. Additionally, a total variation regularization is applied to penalize switches. Our solution method combines a trust-region method and a proximal gradient method. The subproblems are solved via Bellman's optimality principle. Convergence with respect to a criticality measure is proven. As a numerical example, we solve a simple optimal control problem involving an SIR model.