SIAM Journal on Control and Optimization, Vol.42, No.6, 2043-2061, 2004
Necessary optimality conditions in multiobjective dynamic optimization
We consider a nonsmooth multiobjective optimal control problem related to a general preference. Both differential inclusion and endpoint constraints are involved. Necessary conditions and Hamiltonian necessary conditions expressed in terms of the limiting Frechet subdifferential are developed. Examples of useful preferences are given.
Keywords:multiobjective optimal control;necessary conditions;Hamiltonian necessary conditions;preference;utility function;differential inclusions