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hal-00662497, version 1

A Pontryagin principle for infinite-horizon problems under constraints

Joël Blot () 1

Dynamics of Continuous, Discrete and Impulsive Systems, series B: Applications & algorithms 19 (2012) 267-275

Abstract: We establish a new Pontryagin principle for discrete-time infinite-horizon Optimal Control problems when the control variable depends on the state variable. Our method use a reduction to finite-horizon problems.

  • 1:  Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM)
  • Université Paris I - Panthéon-Sorbonne
  • Domain : Mathematics/Optimization and Control
  • Keywords : Pontryagin principle – infinite horizon – difference equation – difference inequation – optimal control
 
  • hal-00662497, version 1
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  • From: Joël Blot <>
  • Submitted on: Tuesday, 24 January 2012 12:06:51
  • Updated on: Tuesday, 24 January 2012 12:06:51