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

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• 作者：Joël Blot ; Thoi-Nhan Ngo
• 关键词：Infinite ; horizon optimal control ; Discrete ; time ; Pontryagin principles
• 刊名：Journal of Optimization Theory and Applications
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：172
• 期：2
• 页码：351-368
• 全文大小：
• 刊物主题：Calculus of Variations and Optimal Control; Optimization; Optimization; Theory of Computation; Applications of Mathematics; Engineering, general; Operation Research/Decision Theory;
• 出版者：Springer US
• ISSN：1573-2878
• 卷排序：172

文摘

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.