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Existence of Optimal Nonanticipating Controls in Piecewise Deterministic Control Problems


  • Seierstad, Atle

    () (Dept. of Economics, University of Oslo)


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.

Suggested Citation

  • Seierstad, Atle, 2008. "Existence of Optimal Nonanticipating Controls in Piecewise Deterministic Control Problems," Memorandum 07/2008, Oslo University, Department of Economics.
  • Handle: RePEc:hhs:osloec:2008_007

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    Optimal controls; terminal restrictions;

    JEL classification:

    • A00 - General Economics and Teaching - - General - - - General

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