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Necessary optimality conditions for bicriterion discrete optimal control problems

Published online by Cambridge University Press:  17 February 2009

X. Q. Yang  and
K. L. Teo
X. Q. Yang
Affiliation:
Department of Mathematics, University of Western Australia, Nedlands, 6907, W.A., Australia
K. L. Teo
Affiliation:
School of Mathematics, Curtin University of Technology, GPO Box U1987, Perth 6845, Australia
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Abstract

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In management science and system engineering, problems with two incommensurate objectives are often detected. Bicriterion optimization finds an optimal solution for the problems. In this paper it is shown that bicriterion discrete optimal control problems can be solved by using a parametric optimization technique with relaxed convexity assumptions. Some necessary optimality conditions for discrete optimal control problems subject to a linear state difference equation are derived. It is shown that in this case no adjoint equation is required.

Information

Type
Research Article
Information
The ANZIAM Journal , Volume 40 , Issue 3 , January 1999 , pp. 392 - 402
Copyright
Copyright © Australian Mathematical Society 1999

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