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The existence of optimal strategies

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Mathematical Control Theory

Part of the book series: Modern Birkhäuser Classics ((MBC))

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Abstract

This chapter starts with an example of a simple control problem without an optimal solution showing a need for existence results. A proof of the classic Fillipov theorem on existence is also presented.

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© 2008 Birkhäuser Boston

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Zabczyk, J. (2008). The existence of optimal strategies. In: Mathematical Control Theory. Modern Birkhäuser Classics. Birkhäuser Boston. https://doi.org/10.1007/978-0-8176-4733-9_12

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