The maximum principle for discrete-time control systems and applications to dynamic games
DOI10.1016/J.JMAA.2019.02.038zbMATH Open1418.49027OpenAlexW2916519506WikidataQ128347401 ScholiaQ128347401MaRDI QIDQ2633734FDOQ2633734
Authors: 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
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optimal controldiscrete-timedynamic gamesEuler equationcontrol systemMarkov strategiesfinite, infinite horizonstate dependent controlsufficient optimality condition under convexity / concavityweak maximum principle, weak Pontryagin principle
Existence theories for optimal control problems involving relations other than differential equations (49J21) Optimality conditions for problems involving relations other than differential equations (49K21) Discrete-time control/observation systems (93C55) Discrete-time games (91A50)
Cites Work
- Functional analysis, calculus of variations and optimal control
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- On the Euler equation approach to discrete-time nonstationary optimal control problems
- Infinite-horizon optimal control in the discrete-time framework
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- Discrete-time stochastic control and dynamic potential games. The Euler-equation approach
- Optimality conditions for discrete-time optimal control on infinite horizon
Cited In (12)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game
- An Application of Pontryagin's Maximum Principle in a Linear Quadratic Dfferential Game
- A survey of average cost problems in deterministic discrete-time control systems
- Fatigue accumulation in dynamic contests
- A dynamic games approach to controller design: disturbance rejection in discrete-time
- A Maximum Principle Approach to a Deterministic Mean Field Game of Control with Absorption
- First-order and second-order necessary optimality conditions concerning components for discrete-time stochastic systems
- On the Euler equation approach to discrete-time nonstationary optimal control problems
- Overtaking optimality in a discrete-time advertising game
- Discrete-time optimal control and games on large intervals
- Maximum principles applied to a model of consumer brand choice
- Second‐order necessary optimality conditions for discrete‐time stochastic systems
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