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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 64, 2015 - Issue 3
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Articles

Pontryagin principles for bounded discrete-time processes

Joël BlotSAMM EA 4543, Panthéon-Sorbonne University, 75634Paris, France.
,
Naïla HayekERMES EA 4441, Panthéon-Assas University, 75005Paris, France.Correspondence[email protected]
,
Ferhan PekerginLIPN UMR-CNRS 7030, Paris-Nord University, 93430Villetaneuse, France.
&
Nihal PekerginLACL EA 4213, Paris-Est Créteil University, 94010Créteil, France.
Pages 505-520 | Received 07 Jun 2012, Accepted 26 Dec 2012, Published online: 12 Mar 2013
 
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Abstract

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 inequation.

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Acknowledgments

The authors thank very much the referees for all their useful comments.

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