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Lightenings of Assumptions for Pontryagin Principles in Infinite Horizon and Discrete Time

Joël Blot () and Thoi-Nhan Ngo ()
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Joël Blot: University of Paris 1 - Pantheon Sorbonne
Thoi-Nhan Ngo: University of Paris 1 - Pantheon Sorbonne

Journal of Optimization Theory and Applications, 2017, vol. 172, issue 2, No 2, 368 pages

Abstract: Abstract In the infinite-horizon and discrete-time framework, we establish maximum principles of Pontryagin under assumptions, which are weaker than those of existing results. We avoid several assumptions of continuity and of Fréchet differentiability and of linear independence.

Keywords: Infinite-horizon optimal control; Discrete-time; Pontryagin principles; 49J21; 65K05; 39A99 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10957-016-0971-5

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