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
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
Journal title :
Journal of Mathematical Analysis and Applications