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Lightenings of Assumptions for Pontryagin Principles in Infinite Horizon and Discrete Time

Author

Listed:
  • Joël Blot

    (University of Paris 1 - Pantheon Sorbonne)

  • Thoi-Nhan Ngo

    (University of Paris 1 - Pantheon Sorbonne
    Hue University)

Abstract

In the infinite-horizon and discrete-time framework, we establish maximum principles of Pontryagin under assumptions, which are weaker than those of existing results. We avoid several assumptions of continuity and of Fréchet differentiability and of linear independence.

Suggested Citation

  • Joël Blot & Thoi-Nhan Ngo, 2017. "Lightenings of Assumptions for Pontryagin Principles in Infinite Horizon and Discrete Time," Journal of Optimization Theory and Applications, Springer, vol. 172(2), pages 351-368, February.
    • Handle: RePEc:spr:joptap:v:172:y:2017:i:2:d:10.1007_s10957-016-0971-5
    DOI: 10.1007/s10957-016-0971-5
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    References listed on IDEAS

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    1. Blot, J. & Chebbi, H., 2000. "Discrete time Pontryagin Principles with Infinite Horizon," Papiers d'Economie Mathématique et Applications 2000.20, Université Panthéon-Sorbonne (Paris 1).
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