The maximum principle for discrete-time control systems and applications to dynamic games

DOI10.1016/j.jmaa.2019.02.038zbMath1418.49027OpenAlexW2916519506WikidataQ128347401 ScholiaQ128347401MaRDI QIDQ2633734

Alberto Domínguez Corella, Onésimo Hernández-Lerma

Publication date: 10 May 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2019.02.038

zbMATH Keywords

optimal controlEuler equationdynamic gamescontrol systemdiscrete-timeMarkov strategiesfinite, infinite horizonstate dependent controlsufficient optimality condition under convexity / concavityweak maximum principle, weak Pontryagin principle

Mathematics Subject Classification ID

Discrete-time games (91A50) Discrete-time control/observation systems (93C55) Optimality conditions for problems involving relations other than differential equations (49K21) Existence theories for optimal control problems involving relations other than differential equations (49J21)

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Overtaking optimality in a discrete-time advertising game ⋮ First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems ⋮ Fatigue accumulation in dynamic contests ⋮ Second‐order necessary optimality conditions for discrete‐time stochastic systems ⋮ A survey of average cost problems in deterministic discrete-time control systems

Cites Work

• On the Euler equation approach to discrete-time nonstationary optimal control problems
• Discrete–Time Stochastic Control and Dynamic Potential Games
• Infinite-Horizon Optimal Control in the Discrete-Time Framework
• Functional Analysis, Calculus of Variations and Optimal Control
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