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.
Existence of optimal nonanticipating controls in piecewise deterministic control problems
Halvor Mehlum and Karl Moene
Memo 07/2008
Published June 20, 2014 9:47 AM
- Last modified Mar. 27, 2024 4:45 AM