Multicriteria Optimization with Uncertainty in the Dynamics.

Abstract

Optimal control problems with a vector performance index and uncertainty in the state equations are investigated. It is assumed that nature chooses the uncertainty, subject to bounds, to maximize the performance index which the controller attempts to minimize. Using Pareto optimality as the optimality criterion, sufficient conditions for an optimal solution are presented. The conditions also suggest a technique for determining the optimal control. The results are illustrated with an example. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1977
Accession Number
ADA049541

Entities

People

  • W. E. Schmitendorf

Organizations

  • Northwestern University

Tags

DTIC Thesaurus Topics

  • Control Systems
  • Differential Equations
  • Equations
  • Equations Of State
  • Inequalities
  • Intervals
  • Mathematics
  • Standards
  • Time Intervals
  • Uncertainty
  • Zero-Sum Games

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