Hello,
I'm having hard times with the following simple linear ODE coming from a control problem:
$$u(t)' \leq \alpha(t) - u(t)\,,\quad u(0) = u_0 > 0$$
with a given smooth α(t) satisfying
$$0 \leq \alpha(t) \leq u(t) \quad\mbox{for all } t\geq 0.$$
My intuition is that $$\lim_{t\to\infty}...