Existence of an optimal control with sparse jumps in the state variable
The existence of an optimal control is proved in a problem where the criterion functional and the equation of motion contain a control that is a Lebesgue-Stieltjes measure. Due to nonlinearities in the problem, it is necessary to postulate a condition implying that large atoms of the control measures are sparse and that their derivatives, whenever they exist, have a uniform bound.
control differential systems involving impulses
scientific article; zbMATH DE number 3849934