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Existence of Optimal Nonanticipating Controls in Piecewise Deterministic Control Problems

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Author Info
Seierstad, Atle () (Dept. of Economics, University of Oslo)
Abstract

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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File URL: http://www.oekonomi.uio.no/memo/2008/pdf_filer/Memo-07-2008.pdf
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Publisher Info
Paper provided by Oslo University, Department of Economics in its series Memorandum with number 07/2008.

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Length: 37 pages
Date of creation: 01 Mar 2008
Date of revision:
Handle: RePEc:hhs:osloec:2008_007

Contact details of provider:
Postal: Department of Economics, University of Oslo, P.O Box 1095 Blindern, N-0317 Oslo, Norway
Phone: 22 85 51 27
Fax: 22 85 50 35
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Web page: http://www.oekonomi.uio.no/indexe.html
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Related research
Keywords: Optimal controls; terminal restrictions;

Find related papers by JEL classification:
A00 - General Economics and Teaching - - General - - - General

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This page was last updated on 2009-12-22.

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