Publication | Closed Access
Pontryagin principles for bounded discrete-time processes
16
Citations
5
References
2013
Year
Mathematical ProgrammingEngineeringPontryagin PrinciplesSemi-infinite OptimizationIntegrable ProbabilityMathematical Control TheorySufficient ConditionsStochastic Dynamical SystemDifference InequationProbability TheoryNecessary ConditionsStochastic ControlControllabilityDynamic Optimization
We establish necessary conditions and sufficient conditions of optimality in the form of Pontryagin principles for infinite-horizon discrete-time optimal control problems governed by a difference inequation.
| Year | Citations | |
|---|---|---|
Page 1
Page 1