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
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