Ilya Shvartsman, Optimality conditions in discrete-time infinite-horizon optimal control problem with discounting, Vol. 2023 (2023), Article ID 6, pp. 1-10

Full Text: PDF
DOI: 10.23952/cot.2023.6

Received August 16, 2022; Accepted October 23, 2022; Published February 8, 2023

 

Abstract. We consider a discrete-time infinite horizon optimal control problem with time discounting criterion when the discounting factor approaches 1 and derive sufficient optimality conditions.

 

How to Cite this Article:
I. Shvartsman, Optimality conditions in discrete-time infinite-horizon optimal control problem with discounting, Commun. Optim. Theory 2023 (2023) 6.