多目标动态优化必要最优性条件.pdfVIP

c SIAM J. CONTROL OPTIM. 2004 Society for Industrial and Applied Mathematics Vol. 42, No. 6, pp. 2043–2061 NECESSARY OPTIMALITY CONDITIONS IN MULTIOBJECTIVE DYNAMIC OPTIMIZATION∗ ¨ † † SAID BELLAASSALI AND ABDERRAHIM JOURANI Abstract. We consider a nonsmooth multiobjective optimal control problem related to a general preference. Both differential inclusion and endpoint constraints are involved. Necessary conditions and Hamiltonian necessary conditions expressed in terms of the limiting Fr´echet subdifferential are developed. Examples of useful preferences are given. Key words. multiobjective optimal control, necessary conditions, Hamiltonian necessary con- ditions, preference, utility function, differential inclusions AMS subject classifications. 49K24, 90C29 DOI. 10.1137/S0363012902406576 1. Introduction. This paper is mainly concerned with the following multiob- jective dynamic optimization problem with the dynamic governed by a differential inclusion: (P) min f (x(a), x(b)), (x(a), x(b)) ∈ S, x˙ (t) ∈ F (t, x(t)) a.e t ∈ [a, b], where f : Rn × Rn → Rm is a mapping, S ⊂ Rn × Rn is a closed nonempty set, and F : [a, b] × Rn → Rn is a closed-valued multivalued mapping which is measurable in t ∈ [a, b] These problems naturally arise, for example, in economics (economic growth mod- els) (see [16] and references therein), in chemical engineering (polymerization pro- cesses) (see [3], [4], and references therein), and in multiobjective control design (see [45], [9], and references t