Existence of optimal nonanticipating controls in piecewise deterministic control problems
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Publication:4911007
DOI10.1051/cocv/2011197zbMath1258.93128MaRDI QIDQ4911007
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
93E20: Optimal stochastic control
93E15: Stochastic stability in control theory
49J55: Existence of optimal solutions to problems involving randomness
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