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.
- Language
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Englisch
- Bibliographic citation
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Series: Memorandum ; No. 2008,07
- Classification
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Wirtschaft
General Economics and Teaching
- Subject
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Optimal controls
terminal restrictions
Kontrolltheorie
Theorie
- Event
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Geistige Schöpfung
- (who)
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Seierstad, Atle
- Event
-
Veröffentlichung
- (who)
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University of Oslo, Department of Economics
- (where)
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Oslo
- (when)
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2008
- Handle
- Last update
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10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Seierstad, Atle
- University of Oslo, Department of Economics
Time of origin
- 2008
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