<p>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.</p>

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SOLUTION OF A LINEAR-QUADRATIC OPTIMAL CONTROL PROBLEM IN A MULTI-CRITERIA SETTING

  • V. A. Srochko,
  • E. V. Aksenyushkina

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.