Lightenings of assumptions for Pontryagin principles in infinite horizon and discrete time (Q2359770)
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English | Lightenings of assumptions for Pontryagin principles in infinite horizon and discrete time |
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Lightenings of assumptions for Pontryagin principles in infinite horizon and discrete time (English)
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22 June 2017
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The aim of this paper is to establish maximum principles of Pontryagin type under assumptions which are weaker than those of existing results. Authors establish weak maximum principles where the values of the optimal control belong to the interior of the sets of controls for systems which are governed by difference inequations. These results are new and only use the Gateaux differentiability of the criterion, of the vector field and of the inequality constraints. Neither continuity nor Frechet differentiability is necessary. Also, authors establish a weak maximum principle when the sets of controls are defined by inequalities when the system is governed by difference inequations. This result also only uses the Gateaux differentiability of the criterion, of the vector field and of the inequality constraints and a condition of separation of the origin and of the convex hull of the Gateaux differentials of the inequalities constraints in the spirit of a Mangarasian-Fromowitz condition. Secondly, they establish a weak maximum principle when the sets of controls are defined by equalities and inequalities when the system is governed by a difference inequation.
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infinite-horizon optimal control
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discrete-time
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Pontryagin's maximum principle
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Gateaux differentiability
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weak maximum principle
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