WEIGHTED OPTIMIZATION FOR MULTIOBJECTIVE FULL-INFORMATION CONTROL PROBLEMS

摘要

We consider a nonlinear multiobjective optimal control problem, where a controller is to be designed such that a number of constraints are to be satisfied for all possible disturbances. We show that, under mild continuity assumptions, such a controller exists if and only if, for every weighted combination of the constraints, there exists a controller satisfying the weighted constraint. (C) 1997 Elsevier Science B.V. [References: 16]