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.

Keywords: piecewise deterministic problems, optimal controls, existence

@article{COCV_2013__19_1_43_0, author = {Seierstad, Atle}, title = {Existence of optimal nonanticipating controls in piecewise deterministic control problems}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {43--62}, publisher = {EDP-Sciences}, volume = {19}, number = {1}, year = {2013}, doi = {10.1051/cocv/2011197}, mrnumber = {3023059}, zbl = {1258.93128}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2011197/} }

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 SP - 43 EP - 62 VL - 19 IS - 1 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/cocv/2011197/ DO - 10.1051/cocv/2011197 LA - en ID - COCV_2013__19_1_43_0 ER -

%0 Journal Article %A Seierstad, Atle %T Existence of optimal nonanticipating controls in piecewise deterministic control problems %J ESAIM: Control, Optimisation and Calculus of Variations %D 2013 %P 43-62 %V 19 %N 1 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/cocv/2011197/ %R 10.1051/cocv/2011197 %G en %F COCV_2013__19_1_43_0

Seierstad, Atle. Existence of optimal nonanticipating controls in piecewise deterministic control problems. ESAIM: Control, Optimisation and Calculus of Variations, Volume 19 (2013) no. 1, pp. 43-62. doi : 10.1051/cocv/2011197. http://www.numdam.org/articles/10.1051/cocv/2011197/

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