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Infinite Horizon Discrete-Time Optimal Control

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DOI:

https://doi.org/10.31224/6051

Keywords:

infinite horizon discrete-time optimal control, continuously differentiable objective function, additively separable over time periods, absolutely convergent objective function sequence, linear objective function

Abstract

We show that if a trajectory is optimal for an infinite horizon discrete-time optimal control problem with a continuously differentiable objective function that is additively separable over time time periods, then it optimal for an for an infinite horizon discrete-time optimal control problem with the same constraints and a linear objective function which is determined by the trajectory.

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Author Biography

Somdeb Lahiri, (Formerly) PD Energy University (EU-G)

I retired on superannuation as Professor of Economics from PD Energy University (PDEU) on June 5, 2022.

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Posted

2025-12-19

License

Copyright (c) 2025 Somdeb Lahiri

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.