Advances in Difference Equations
Volume 2008 (2008), Article ID 654267, 14 pages
doi:10.1155/2008/654267

Infinite horizon discrete time control problems for bounded processes

Abstract

We establish Pontryagin Maximum Principles in the strong form for infinite horizon optimal control problems for bounded processes, for systems governed by difference equations. Results due to Ioffe and Tihomirov are among the tools used to prove our theorems. We write necessary conditions with weakened hypotheses of concavity and without invertibility, and we provide new results on the adjoint variable. We show links between bounded problems and nonbounded ones. We also give sufficient conditions of optimality.