PONTRYAGIN PRINCIPLES IN INFINITE HORIZON IN PRESENCE OF ASYMPTOTICAL CONSTRAINTS

Joël Blot (1) , Thoi-Nhan Ngo (1)

1 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)

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.

Mots clés: optimal control; infinite horizon; discrete time

Domaines: Systèmes dynamiques [math.DS]; Optimisation et contrôle [math.OC]

Joël Blot, Thoi-Nhan Ngo. PONTRYAGIN PRINCIPLES IN INFINITE HORIZON IN PRESENCE OF ASYMPTOTICAL CONSTRAINTS. 2015. ⟨hal-01225210⟩