SIAM Journal on Control and Optimization, Vol.39, No.1, 97-112, 2000
Hamiltonian necessary conditions for a multiobjective optimal control problem with endpoint constraints
This paper discusses Hamiltonian necessary conditions for nonsmooth multiobjective optimal control problem with endpoint constraints involving general preference. The transversality condition in our necessary conditions is stated in terms of normal cones to the level sets of the preference. Examples involving a number of useful preferences are discussed.
Keywords:multiobjective optimal control;Hamiltonian necessary conditions;differential inclusions;preferences;utility function;subdifferential calculus;variational principles