Pyuyi Chufeng Huang

Horizon-Uniform Sensitivity and Decay of Terminal Reward Perturbations in Discrete-Time Pontryagin Systems

We study local stationary solutions of finite-horizon discrete-time Pontryagin systems near a steady extremal. Suppose that the stationarity equation for the control is regular, the reduced state--costate map is hyperbolic, and the endpoint conditions satisfy a scaled transversality condition with respect to the stable...