INFINITE DIMENSIONAL MULTIPLIERS AND PONTRYAGIN PRINCIPLES FOR DISCRETE-TIME PROBLEMS

Mohammed Bachir (1) , Joël Blot (1)

1 Equations d'evolution

The aim of this paper is to provide improvments to Pontryagin principles in infinite-horizon discrete-time framework when the space of states and of space of controls are infinite-dimensional. We use the method of reduction to finite horizon and several functional-analytic lemmas to realize our aim.

Domaines: Analyse fonctionnelle [math.FA]; Optimisation et contrôle [math.OC]

Mohammed Bachir, Joël Blot. INFINITE DIMENSIONAL MULTIPLIERS AND PONTRYAGIN PRINCIPLES FOR DISCRETE-TIME PROBLEMS. Pure and Applied Functional Analysis, 2017. ⟨hal-01407231⟩