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.
Classification : 93E20
Mots clés : 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},
zbl = {1258.93128},
mrnumber = {3023059},
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 DA - 2013/// SP - 43 EP - 62 VL - 19 IS - 1 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/cocv/2011197/ UR - https://zbmath.org/?q=an%3A1258.93128 UR - https://www.ams.org/mathscinet-getitem?mr=3023059 UR - https://doi.org/10.1051/cocv/2011197 DO - 10.1051/cocv/2011197 LA - en ID - COCV_2013__19_1_43_0 ER -
Seierstad, Atle. Existence of optimal nonanticipating controls in piecewise deterministic control problems. ESAIM: Control, Optimisation and Calculus of Variations, Tome 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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