OPTIMALITY CONDITIONS IN DISCRETE-TIME INFINITE-HORIZON OPTIMAL CONTROL PROBLEM WITH DISCOUNTING

Ilya Shvartsman

doi:10.23952/cot.2023.6

OPTIMALITY CONDITIONS IN DISCRETE-TIME INFINITE-HORIZON OPTIMAL CONTROL PROBLEM WITH DISCOUNTING

Ilya Shvartsman

School of Science, Engineering & Technology (Harrisburg)

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

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.

Original language	English (US)
Article number	6
Journal	Communications in Optimization Theory
Volume	2023
DOIs	https://doi.org/10.23952/cot.2023.6
State	Published - 2023

All Science Journal Classification (ASJC) codes

Control and Optimization
Modeling and Simulation
Numerical Analysis

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10.23952/cot.2023.6

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title = "OPTIMALITY CONDITIONS IN DISCRETE-TIME INFINITE-HORIZON OPTIMAL CONTROL PROBLEM WITH DISCOUNTING",

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.",

author = "Ilya Shvartsman",

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year = "2023",

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language = "English (US)",

volume = "2023",

journal = "Communications in Optimization Theory",

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N2 - 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.

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VL - 2023

JO - Communications in Optimization Theory

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M1 - 6

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OPTIMALITY CONDITIONS IN DISCRETE-TIME INFINITE-HORIZON OPTIMAL CONTROL PROBLEM WITH DISCOUNTING

Abstract

All Science Journal Classification (ASJC) codes

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