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2012•ESAIM Control Optimisation and Calculus of VariationsOpen access

Existence of optimal nonanticipating controls in piecewise deterministic control problems

Atle Seierstad

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Abstract

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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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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Available abstract

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.

Key concepts: Piecewise, Optimal control, Mathematics, Control (management), Mathematical optimization, Terminal (telecommunication), Computer science, Mathematical analysis

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