Joël Blot, Thoi Ngo
Published 2016-01-29Version 1
In the infinite-horizon and discrete-time framework we establish maximum principles of Pontryagin under assumptions which weaker than these ones of existing results. We avoid several assumptions of continuity and of Fr{\'e}chet-differentiability and of linear independence. MSC 2010: 49J21, 65K05, 39A99.
Non-zero-sum stopping games in discrete time
Stochastic differential switching game in infinite horizon
Existence of Markov equilibrium control in discrete time
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