Nonsmooth optimization over the efficient set associated to a multi-objective control problem
I will present the problem of optimizing a nonsmooth real valued function over the set of efficient (Pareto) control processes associated to a multi-objective control problem (grand coalition of a multi-player cooperative differential game). This problem is very difficult even in the simpler case of a linear multi-objective programming problem due to its non convexity. It may be considered as an attempt to help a decision maker in his choice of an efficient control process, because the efficient set is often very large and complex. Also this problem may give a reasonable answer in the choice of the weights according to an additional scalar objective when using the“weighted sum approach method, i.e. when using a convex combination of the objectives in order to scalarize the multi-objective problem.
Control Theory Vector Optimization Cooperative differential game
Henri Bonnel
ERIM, University of New Caledonia,B.P. R4, F98851 Nouméa Cedex, New Caledonia
国际会议
上海
英文
177-178
2010-12-10（万方平台首次上网日期，不代表论文的发表时间）