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Pontryagin Principles in Infinite Horizon in Presence of Asymptotical Constraints

Published 6 Nov 2015 in math.DS | (1511.02090v1)

Abstract: 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 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. MSC 2010: 49J21, 65K05, 39A99.

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