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Optimal control in discrete-time framework and in infinite horizon

Abstract : This thesis contains original contributions to the optimal control theory in the discrete-time framework and in infinite horizon following the viewpoint of Pontryagin. There are 5 chapters in this thesis. In Chapter 1, we recall preliminary results on sequence spaces and on differential calculus in normed linear space. In Chapter 2, we study a single-objective optimal control problem in discrete-time framework and in infinite horizon with an asymptotic constraint and with autonomous system. We use an approach of functional analytic for this problem after translating it into the form of an optimization problem in Banach (sequence) spaces. Then a weak Pontyagin principle is established for this problem by using a classical multiplier rule in Banach spaces. In Chapter 3, we establish a strong Pontryagin principle for the problems considered in Chapter 2 using a result of Ioffe and Tihomirov. Chapter 4 is devoted to the problems of Optimal Control, in discrete time framework and in infinite horizon, which are more general with several different criteria. The used method is the reduction to finite-horizon initiated by J. Blot and H. Chebbi in 2000. The considered problems are governed by difference equations or difference inequations. A new weak Pontryagin principle is established using a recent result of J. Blot on the Fritz John multipliers. Chapter 5 deals with the multicriteria optimal control problems in discrete time framework and infinite horizon. New weak and strong Pontryagin principles are established, again using recent optimization results, under lighter assumptions than existing ones.
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Contributor : Ngo Thoi-Nhan <>
Submitted on : Tuesday, December 6, 2016 - 10:32:57 PM
Last modification on : Sunday, January 19, 2020 - 6:38:32 PM
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  • HAL Id : tel-01407529, version 2


Thoi-Nhan Ngo. Optimal control in discrete-time framework and in infinite horizon. Optimization and Control [math.OC]. Université Paris 1 - Panthéon-Sorbonne, 2016. English. ⟨tel-01407529v2⟩



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