Existence of optimal nonanticipating controls in piecewise deterministic control problems

Atle Seierstad

ESAIM: Control, Optimisation and Calculus of Variations (2013)

  • Volume: 19, Issue: 1, page 43-62
  • ISSN: 1292-8119

Abstract

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Optimal nonanticipating controls are shown to exist in nonautonomous piecewise deterministic control problems with hard terminal restrictions. The assumptions needed are completely analogous to those needed to obtain optimal controls in deterministic control problems. The proof is based on well-known results on existence of deterministic optimal controls.

How to cite

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Seierstad, Atle. "Existence of optimal nonanticipating controls in piecewise deterministic control problems." ESAIM: Control, Optimisation and Calculus of Variations 19.1 (2013): 43-62. <http://eudml.org/doc/272949>.

@article{Seierstad2013,
abstract = {Optimal nonanticipating controls are shown to exist in nonautonomous piecewise deterministic control problems with hard terminal restrictions. The assumptions needed are completely analogous to those needed to obtain optimal controls in deterministic control problems. The proof is based on well-known results on existence of deterministic optimal controls.},
author = {Seierstad, Atle},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {piecewise deterministic problems; optimal controls; existence; optimal control},
language = {eng},
number = {1},
pages = {43-62},
publisher = {EDP-Sciences},
title = {Existence of optimal nonanticipating controls in piecewise deterministic control problems},
url = {http://eudml.org/doc/272949},
volume = {19},
year = {2013},
}

TY - JOUR
AU - Seierstad, Atle
TI - Existence of optimal nonanticipating controls in piecewise deterministic control problems
JO - ESAIM: Control, Optimisation and Calculus of Variations
PY - 2013
PB - EDP-Sciences
VL - 19
IS - 1
SP - 43
EP - 62
AB - Optimal nonanticipating controls are shown to exist in nonautonomous piecewise deterministic control problems with hard terminal restrictions. The assumptions needed are completely analogous to those needed to obtain optimal controls in deterministic control problems. The proof is based on well-known results on existence of deterministic optimal controls.
LA - eng
KW - piecewise deterministic problems; optimal controls; existence; optimal control
UR - http://eudml.org/doc/272949
ER -

References

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