Multicriteria optimal control

An optimal control problem is studied, with several objective functions, which considers a weak (or Pareto) minimum. A version of Pontryagin's principle is shown to hold, involving a weak minimum of a vector Hamiltonian with respect to the control, as well as a generalized adjoint differential...

Full description

Saved in:
Bibliographic Details
Published in:Asia-Pacific journal of operational research 1999-05, Vol.16 (1), p.53
Main Author: Craven, B D
Format: Article
Language:English
Subjects:
Hypotheses
Management science
Mathematical analysis
Operations research
Studies
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:An optimal control problem is studied, with several objective functions, which considers a weak (or Pareto) minimum. A version of Pontryagin's principle is shown to hold, involving a weak minimum of a vector Hamiltonian with respect to the control, as well as a generalized adjoint differential equation. These necessary conditions become sufficient under additional invex hypotheses on the functions; and duality results also hold.
ISSN:0217-5959
0217-5959