The envelope approach for multiobjective optimization problems
IEEE Transactions on Systems, Man and Cybernetics
New approach for nonseparable dynamic programming problems
Journal of Optimization Theory and Applications
Discrete-time optimal control problems with general constraints
ACM Transactions on Mathematical Software (TOMS)
Hierarchical control for large-scale systems with general multiple linear-quadratic structure
Automatica (Journal of IFAC)
Multiple-criterion control: a convex programming approach
Automatica (Journal of IFAC)
Convexification of a noninferior frontier
Journal of Optimization Theory and Applications
Exponential transformation in convexifying a noninferior frontier and exponential generating method
Journal of Optimization Theory and Applications
A dynamic programming successive approximations technique with convergence proofs
Automatica (Journal of IFAC)
ISNN '08 Proceedings of the 5th international symposium on Neural Networks: Advances in Neural Networks, Part II
Application of dynamic programming method in CARD based of fuzzy self-adaptive control
FSKD'09 Proceedings of the 6th international conference on Fuzzy systems and knowledge discovery - Volume 4
Expert Systems with Applications: An International Journal
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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.