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 :
optimal control , Discrete time , Infinite horizon , Pontryagin principle
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2000
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
932077
Link To Document :
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