Necessary conditions of Pareto optimality for multiobjective optimal control problems under constraints. (1st February 2017)

• Record Type: Journal Article
• Authors: Ngo, Thoi-Nhan; Hayek, Naila
• Is Part Of: Optimization. Volume 66:Number 2(2017)
• Page Start: 149
• Page End: 177
• Publication Date: 2017-02-01
• Subjects: Discrete time optimal control -- Pareto optimality -- multiobjective optimization -- Pontryagin principle -- infinite horizon; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2016.1261349
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract: This paper studies multiobjective optimal control problems in presence of constraints in the discrete time framework. Both the finite- and infinite-horizon settings are considered. The paper provides necessary conditions of Pareto optimality under lighter smoothness assumptions compared to the previously obtained results. These conditions are given in the form of weak and strong Pontryagin principles which generalize the existing ones. To obtain some of these results, we provide new multiplier rules for multiobjective static optimization problems and new Pontryagin principles for the finite horizon multiobjective optimal control problems.