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| HAL : hal-00662497, version 1 |
| Fiche détaillée |  Récupérer au format |
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| Dynamics of Continuous, Discrete and Impulsive Systems, series B: Applications & algorithms 19 (2012) 267-275 |
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| A Pontryagin principle for infinite-horizon problems under constraints |
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| Joël Blot 1 |
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| (2012) |
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| We establish a new Pontryagin principle for discrete-time infinite-horizon Optimal Control problems when the control variable depends on the state variable. Our method use a reduction to finite-horizon problems. |
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| 1 : | Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) (SAMM) |
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Université Paris I - Panthéon-Sorbonne |
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| Domaine | : | Mathématiques/Optimisation et contrôle |
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| Pontryagin principle – infinite horizon – difference equation – difference inequation – optimal control |
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| hal-00662497, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00662497 | |
| oai:hal.archives-ouvertes.fr:hal-00662497 | |
| Contributeur : Joël Blot | |
| Soumis le : Mardi 24 Janvier 2012, 12:06:51 | |
| Dernière modification le : Mardi 24 Janvier 2012, 12:06:51 | |
