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Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints

Zhu, Qiji J. (1999) Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints. [Preprint]

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      Abstract

      This paper discusses Hamiltonian necessary conditions for a nonsmooth multiobjective optimal control problem with endpoint constraints related to a general preference. The transversality condition in our necessary conditions is stated in terms of a normal cone to the level sets of the preference. Examples for a number of useful preferences are discussed.

      Item Type: Preprint
      Additional Information: pubdom FALSE
      Uncontrolled Keywords: Multiobjective optimal control, Hamiltonian necessary conditions, differential inclusions, preference, utility function, subdifferential calculus and variational principles
      Subjects: 90-xx Economics, operations research, programming, games > 90Cxx Mathematical programming
      49-xx Calculus of variations and optimal control; optimization > 49Kxx Necessary conditions and sufficient conditions for optimality
      Faculty: UNSPECIFIED
      Depositing User: Users 1 not found.
      Date Deposited: 28 Nov 2003
      Last Modified: 21 Apr 2010 11:13
      URI: https://docserver.carma.newcastle.edu.au/id/eprint/236

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