Year unknown•Springer Link (Chiba Institute of Technology)Requires access
Existence of optimal nonanticipating controls in piecewise\n deterministic control problems
Atle Seierstad
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Abstract
\n Optimal nonanticipating controls are shown to exist in nonautonomous piecewise\n deterministic control problems with hard terminal restrictions. The assumptions needed are\n completely analogous to those needed to obtain optimal controls in deterministic control\n problems. The proof is based on well-known results on existence of deterministic optimal\n controls.\n
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