SOLUTION OF A LINEAR-QUADRATIC OPTIMAL CONTROL PROBLEM IN A MULTI-CRITERIA SETTING
摘要
A linear-quadratic optimal control problem is considered in a multi-criteria setting: a linear controlled system, a set of state-dependent and control-dependent quadratic functionals, multi-objective optimization, and Pareto-optimal solutions. Based on the linear convolution of the criteria, we reduce the problem to a parametric scalar optimization problem.