Arbeitspapier
Existence of optimal nonanticipating controls in piecewise deterministic control problems
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Memorandum ; No. 2008,07
- Klassifikation
-
Wirtschaft
General Economics and Teaching
- Thema
-
Optimal controls
terminal restrictions
Kontrolltheorie
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Seierstad, Atle
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Oslo, Department of Economics
- (wo)
-
Oslo
- (wann)
-
2008
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Seierstad, Atle
- University of Oslo, Department of Economics
Entstanden
- 2008
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