Group for Research in Decision Analysis

Multiobjective optimal control in discrete time

Naila Hayek Université de Paris 2, France

This talk presents multiobjective optimal control problems in the discrete time framework and in the infinite horizon case. Necessary conditions of Pareto-optimality are provided namely Pontryagin maximum principles. Different cases are studied when the spaces of states and controls are finite-dimensional: unconstrained problems, constrained problems, bounded processes etc. Results for infinite-dimensional spaces of states and controls are also exhibited.

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