Pontryagin principles for bounded discrete-time processes. (English) Zbl 1311.49056
Summary: We establish necessary conditions and sufficient conditions of optimality in the form of Pontryagin principles for infinite-horizon discrete-time optimal control problems governed by a difference inequality.
MSC:
| 49K21 | Optimality conditions for problems involving relations other than differential equations |
| 49J21 | Existence theories for optimal control problems involving relations other than differential equations |
| 39A99 | Difference equations |
| 65K05 | Numerical mathematical programming methods |
Keywords:
Pontryagin principles; infinite-horizon optimal control; discrete-time problems; difference inequalityReferences:
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