Lightening of Assumptions for Pontryagin Principles in Infinite Horizon and Discrete Time (1601.08147v2)

Published 29 Jan 2016 in math.OC

Abstract: In the infinite-horizon and discrete-time framework we establish maximum principles of Pontryagin under assumptions which weaker than these ones of existing results. We avoid several assumptions of continuity and of Fr{\'e}chet-differentiability and of linear independence. MSC 2010: 49J21, 65K05, 39A99.

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