Summary
We extend a classical discrete optimal control problem in such a way that the feasible sets and the costs depend now on the parameter t: Such problems occur for example in (multilayered) emission trading games which are introduced by the authors [8]. Here, we develop two possible characterizations and solution principles. One is based on a classical linear programming approach. The other one exploits a game-theoretic treatment. Via these aprroaches we can solve the problem even for the case that we handle with an arbitrary transition function