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The alpha-zero linear box problem has a bang-bang active set
Statement
On with box , consider the separate unregularized linear functional , where . Its minimizer is for and for ; the value at the single switching point is immaterial in . This is a bang-bang control (it takes only endpoint values a.e.) and is not an instance of the strong-convexity theorem.
Facts & Assumptions
Given: The box, the linear objective, and Lebesgue measure on .
The feasible controls satisfy almost everywhere (Closed pointwise box of L2 controls).
A box projection clips pointwise, but the linear objective is a distinct problem and has no Tikhonov term (The L2 projection onto a pointwise box is clipping).
A nonnegative measurable function has integral zero exactly when it vanishes almost everywhere (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
Verification
If , then , so for every , with equality only when . If , then , so , with equality only when .
Integrating the pointwise inequalities gives . The gap is nonnegative almost everywhere and integrable; if equality holds, [F3] makes it zero almost everywhere. Since away from the single point , equality forces the stated endpoint values almost everywhere, so the minimizer is unique as an equivalence class. It is bang-bang by construction. Because , the strict-convexity and unique-control conclusions that use are not invoked.
The exact box projection formula from [F2] concerns clipping a point to the interval; this example instead minimizes a linear integrand and reaches the interval endpoints according to the sign of . Thus this is a separate limiting/example branch, not a consequence of substituting into a formula that divides by .
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