Existence of optimal nonanticipating controls in piecewise deterministic control problems

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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Year of publication:	2008
Authors:	Seierstad, Atle
Publisher:	Oslo : University of Oslo, Department of Economics
Subject:	Kontrolltheorie \| Theorie \| Optimal controls \| terminal restrictions

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Series:	Memorandum ; 2008,07
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	560127804 [GVK] hdl:10419/63187 [Handle]
Classification:	A00 - General Economics and Teaching. General
Source:	EconStor

Persistent link: https://www.econbiz.de/10010287742