In management science and system engineering, problems with two incommensurate objectives are often detected. Bicriterion optimization finds an optimal solution for the problems. In this paper it is shown that bicriterion discrete optimal control problems can be solved by using a parametric optimization technique with relaxed convexity assumptions. Some necessary optimality conditions for discrete optimal control problems subject to a linear state difference equation are derived. It is shown that in this case no adjoint equation is required.
|Number of pages||11|
|Journal||Journal of the Australian Mathematical Society Series B-Applied Mathematics|
|Publication status||Published - 1 Jan 1999|
ASJC Scopus subject areas
- Applied Mathematics