2 papers
math.OC2016
Lightening of Assumptions for Pontryagin Principles in Infinite Horizon and Discrete Time
Joël Blot, Thoi-Nhan Ngo
In the infinite-horizon and discrete-time framework we establish maximum principles of Pontryagin under assumptions which weaker than these ones of existing results. We avoid sever…
math.DS2015
Pontryagin Principles in Infinite Horizon in Presence of Asymptotical Constraints
Joel Blot, Thoi Ngo
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…