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arXiv · 1511.02090

Pontryagin Principles in Infinite Horizon in Presence of Asymptotical Constraints

Joel Blot·Thoi Ngo
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Abstract

We establish necessary conditions of optimality for discrete-time infinite-horizon optimal control in presence of constraints at infinity. These necessary conditions are in form of weak and strong Pontryagin principles. We use a functional analytic framework and multipliers rules in Banach (sequence) spaces. We establish new properties on Nemytskii operators in sequence spaces. We also provide sufficient conditions of optimality. MSC 2010: 49J21, 65K05, 39A99.

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Joel Blot, Thoi Ngo. 2015-11-06. Pontryagin Principles in Infinite Horizon in Presence of Asymptotical Constraints. https://arxiv.org/abs/1511.02090

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