• Title of article

    Discrete Time Pontryagin Principles with Infinite Horizon

  • Author/Authors

    Jo¨el Blot and Hassen Chebbi، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2000
  • Pages
    15
  • From page
    265
  • To page
    279
  • Abstract
    We establish necessary conditions of optimality for problems of optimal control theory in the discrete time framework with infinite horizon. Our necessary conditions are in the form of Pontryagin principles. We treat smooth and partially nonsmooth settings, without concavity. A strong motivation to the study of such problems comes from dynamical macroeconomic theory, and there exist also some motivations provided by physics.
  • Keywords
    Discrete time , Infinite horizon , optimal control , Pontryagin principle
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2000
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    932054