Necessary Optimality Conditions in Multiobjective Dynamic Optimization

6533b825fe1ef96bd128317d

RESEARCH PRODUCT

Necessary Optimality Conditions in Multiobjective Dynamic Optimization

subject

Mathematical optimization Control and Optimization Differential inclusion Applied Mathematics Mathematics::Optimization and Control Limiting Subderivative Optimal control Hamiltonian (control theory)Mathematics

description

We consider a nonsmooth multiobjective optimal control problem related to a general preference. Both differential inclusion and endpoint constraints are involved. Necessary conditions and Hamiltonian necessary conditions expressed in terms of the limiting Frechet subdifferential are developed. Examples of useful preferences are given.

year	journal	country	edition	language
2004-01-01	SIAM Journal on Control and Optimization

https://doi.org/10.1137/s0363012902406576

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