# Existence of optimal nonanticipating controls in piecewise deterministic control problems

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

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

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topSeierstad, 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 -

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