Abstract :
Multiple control criteria and design specifications are, in general, present in control systems design. In this study, all Pareto optimal solutions are characterized for a large class of multiple criteria stationary linear quadratic control problems in terms of associated scalar criterion linear quadratic control problem solutions based on a supporting hyperplane argument, and thus the results are fully constructive. This argument, which was used to establish these results, is believed to be new
Keywords :
discrete time systems; optimal control; optimisation; stochastic systems; Pareto optimal solutions; discrete time systems; multiple criteria stationary linear quadratic control; optimal control; optimisation; stochastic systems; supporting hyperplane; Chemical engineering; Control systems; Control theory; Minimax techniques; Optimal control; Vectors;
