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Séminaire Fondation HEC Montréal

Multiobjective optimal control in discrete time

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13 sept. 2018   11h00 — 12h00

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.


Entrée gratuite.
Bienvenue à tous!

Georges Zaccour responsable

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Salle 4488
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour Montréal QC H3T 1J4 Canada

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