A Discrete Dynamic Programming Approximation to the Multiobjective Deterministic Finite Horizon Optimal Control Problem

• DOI: 10.1137/080720723
• Publication Date: 2009-09-04T22:16:11Z
• Authors: A. Guigue; M. Ahmadi; M. J. D. Hayes; R. G. Langlois
• Keywords: 0101 mathematics; 01 natural sciences

This paper addresses the problem of finding an approximation to minimal element set objective space for class multiobjective deterministic finite horizon optimal control problems. The is assumed be partially ordered by a pointed convex cone containing origin. procedure consists two-step discretization in time and state space. Following first-order discretization, dynamic programming principle used find discrete equation equivalent resulting problem. finally discretized convergence both steps discussed.