"13925","9","archive","5",,,"disk0/00/01/39/25","2016-11-09 14:25:02","2021-08-27 17:27:58","2016-11-09 14:25:02","other",,,"show","","","3",,,"Aseev","S.M.","","","6509","","",,,,,"","","Optimality Conditions for Discrete-Time Optimal Control on Infinite Horizon","pub","","","prog_asa","discrete-time control systems, optimality conditions, Pontryagin maximum principle, transversality conditions.","SWM/ORCOS Research Report 2016-09","The paper presents first order necessary optimality conditions of Pontrygin's type for a general class of discrete-time optimal control problems on infinite horizon. The main novelty is that the adjoint function, for which the (local) maximum condition in the Pontryagin principle holds, is explicitly defined for any given optimal state-control process. This is done based on ideas from previous papers of the first and the last authors concerning continuous-time problems. In addition, the obtained (local) maximum principle is in a normal form, and the optimality has the general meaning of weakly overtaking optimality (hence unbounded processes are allowed), which is important for many economic applications. Two examples are given, which demonstrate the applicability of the obtained results in cases where the known necessary optimality conditions fail to identify the optimal solutions.","2016-11","published","Reseach Unit ORCOS, Vienna University of Technology",,"http://orcos.tuwien.ac.at/fileadmin/t/orcos/Research_Reports/2016-09.pdf",,,,,"",,,,,"",,,,,"",,,,,"","",,"",,,,,,,"19","public",,,,,,,"Vienna, Austria",,"17",,,,,,"Operations Research and Control Systems","Institute of Statistics and Mathematical Methods in Economics",,,,,,,,,,,"","","","",,"The work was supported by Sofia University ""St. Kliment Ohridski"" under contract No. 58/06.04.2016 (the second author), and the Austrian Science Foundation (FWF) under grant No P26640-N25 (the third author).","",,,,,,,"",,,,,"FALSE",,,"info:eu-repo/semantics/other",
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