Non-Euler-Lagrangian Pareto-optimality conditions for dynamic multiple criterion decision problems (Q2474560): Difference between revisions

The authors discuss dynamic multiple criteria decision making problems, in other words, dynamic multiobjective optimization problems where decisions are functions of time, made over a given time horizon. Optimal control problems involving several criteria are examples of such problems. The authors propose necessary and sufficient optimality conditions for (weak) Pareto optimality in dynamic multiobjectictive optimization problems. The conditions involve finding optimal solutions to auxiliary problems and the solvability of these problems is studied. In addition, the authors give geometric interpretations of the results and illustrate the ideas with a numerical example.