Multicriteria Optimal Control and Vectorial Hamilton-Jacobi Equation

Authors:
Nathalie Caroff
Affiliations:
Laboratoire MANO, Université de Perpignan, Perpignan cedex, France 66860
Venue:
Large-Scale Scientific Computing
Year:
2009

Citing 3
Cited 0

Lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations

SIAM Journal on Control and Optimization
Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints

SIAM Journal on Control and Optimization
Duality principles for optimization problems dealing with the difference of vector-valued convex mappings

Journal of Optimization Theory and Applications

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper we investigate a multicriteria optimal control problem associated to a preference relation based on the lexicographic order. We extend different notions of non-smooth analysis and control and show that the vector Value function is the unique vector lower semicontinuous solution to a suitable system of Hamilton-Jacobi equations in the sense of contingent solution or equivalently in the sense of extended viscosity solution.