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Existence of optimal nonanticipating controls in piecewise deterministic control problems

Atle Seierstad — 2013

ESAIM: Control, Optimisation and Calculus of Variations

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.

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