Abstract
We establish necessary conditions of optimality for discrete-time infinite-horizon optimal control in the presence of constraints at infinity. These necessary conditions are in form of weak and strong Pontryagin principles. We use a functional analytic framework and multipliers rules in Banach (sequence) spaces. We establish new properties on Nemytskii operators in sequence spaces. We also provide sufficient conditions of optimality.
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Acknowledgments
The authors thank the reviewers to help them to clarify some points of the paper, and they thank M. Bachir (Université Paris 1 Panthéon-Sorbonne) for providing them the example in Remark 8.
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Blot, J., Ngo, TN. Pontryagin Principles in Infinite Horizon in the Presence of Asymptotical Constraints. Vietnam J. Math. 45, 541–559 (2017). https://doi.org/10.1007/s10013-016-0205-z
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DOI: https://doi.org/10.1007/s10013-016-0205-z