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piecewise deterministic problems

ESAIM: Control, Optimisation and Calculus of Variations (1)

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Existence of optimal nonanticipating controls in piecewisedeterministic control problems
Atle Seierstad
Journal:

ESAIM: Control, Optimisation and Calculus of Variations / Volume 19 / Issue 1 / January 2013

Published online by Cambridge University Press:

18 January 2012, pp. 43-62

Print publication:

January 2013
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Optimal nonanticipating controls are shown to exist in nonautonomous piecewisedeterministic control problems with hard terminal restrictions. The assumptions needed arecompletely analogous to those needed to obtain optimal controls in deterministic controlproblems. The proof is based on well-known results on existence of deterministic optimalcontrols.