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Infinite-Horizon Optimal Control in the Discrete-Time Framework

Part of the SpringerBriefs in Optimization Book Series

DOI: 10.1007/978-1-4614-9038-8

ISBN: 978-1-4614-9037-1

Publisher: Springer New York - Springer Journals

Sep 30, 2013

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Chapter 1Presentation of the Problems and Tools of the Finite Horizon

Blot, Joël; Hayek, Naïla

Pages: 1 –29

[In Sect. 1.2 of this first chapter, we formulate the infinite-horizon discrete-time optimal control problems that we study. The considered systems are governed by difference equations or by difference inequations. We define four optimality criterions on such systems. In Sect. 1.3, we describe a...
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Chapter 2Infinite-Horizon Theorems

Blot, Joël; Hayek, Naïla

Pages: 31 –62

[In this chapter, we give infinite-horizon theorems using the tools of the previous chapter. In Sect. 2.2 we present several weak maximum principles which are obtained through the method of reduction to finite horizon. We successively use two additional conditions to obtain results in the...
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Chapter 3The Special Case of the Bounded Processes

Blot, Joël; Hayek, Naïla

Pages: 63 –89

[Infinite-horizon discrete-time optimal control problems in the set of bounded processes are examined. According to Chichilnisky (Soc. Choice Welfare 13, 231–257 (1996)) and Chichilnisky and Kalman (J. Optim. Theor. Appl. 30(1), 19–32 (1980)) the space of bounded sequences was first used in...
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Chapter 4Related Topics

Blot, Joël; Hayek, Naïla

Pages: 91 –92

[Stochastic setting. For the Pontryagin principles of the discrete-time infinite-horizon stochastic optimal control, the pioneering work is that of G. Chow [see the reference in Blot (Nonlinear Anal.: Theor. Meth. Appl. 71(12), e999–e1004 (2009))]. For the scalar case there exists such a...

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