Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/63187
Authors: 
Seierstad, Atle
Year of Publication: 
2008
Series/Report no.: 
Memorandum, Department of Economics, University of Oslo 2008,07
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.
Subjects: 
Optimal controls
terminal restrictions
JEL: 
A00
Document Type: 
Working Paper

Files in This Item:
File
Size
403.59 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.