Adaptive differential dynamic programming for multiobjective optimal control

  • Authors:
  • Li-Zhi Liao;Duan Li

  • Affiliations:
  • Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Kowloon, Hong Kong;Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2002

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Abstract

An efficient numerical solution scheme entitled adaptive differential dynamic programming is developed in this paper for multiobjective optimal control problems with a general separable structure. For a multiobjective control problem with a general separable structure, the ''optimal'' weighting coefficients for various performance indices are time-varying as the system evolves along any noninferior trajectory. Recognizing this prominent feature in multiobjective control, the proposed adaptive differential dynamic programming methodology combines a search process to identify an optimal time-varying weighting sequence with the solution concept in the conventional differential dynamic programming. Convergence of the proposed adaptive differential dynamic programming methodology is addressed.