Existence of optimal nonanticipating controls in piecewise deterministic control problems

DOI10.1051/COCV/2011197MaRDI QIDQ4911007zbMATH OpenOpenAlexFDO

Authors Atle Seierstad

Publication date 13 March 2013

Published in ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/cocv/2011197

zbMATH Keywords

existenceoptimal controlpiecewise deterministic problems

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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(4)

• A criterion for the existence of nondestructive controls in the problem of optimal exploitation of a binary-structured system
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• Nonanticipating dynamical model and optimal control
• Dynamic optimisation in the presence of threshold effects when the location of the threshold is uncertain -- with an application to a possible disintegration of the Western Antarctic Ice Sheet

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