Infinite dimensional infinite-horizon Pontryagin principles for discrete-time problems

Mohammed Bachir (1) , Joël Blot (1)

1 Equations d'evolution

The aim of this paper is the extension to setting of the infinite-dimensional state and control spaces of the method of the reduction at finite horizon. This method is a way to establish Pontryagin principles for infinite-horizon discrete-time optimal control problems. We establish several new Pontryagin principles using this approach in the infinite-dimensional framework.

Mots clés: Banach spaces.; difference equation; difference inequation; Pontryagin principle; infinite horizon

Domaines: Analyse fonctionnelle [math.FA]; Mathématiques [math]

Mohammed Bachir, Joël Blot. Infinite dimensional infinite-horizon Pontryagin principles for discrete-time problems. Set-Valued and Variational Analysis, 2015, 23 (1), pp.43-54. ⟨hal-01080301⟩