A multiobjective linear quadratic Gaussian control problem

DOI10.1109/TAC.1984.1103500MaRDI QIDQ3309580zbMATH OpenOpenAlexFDO

Authors Hannu T. Toivonen

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1984.1103500

zbMATH Keywords

hierarchical orderingmultiobjective linear quadratic Gaussian control

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Sensitivity, stability, parametric optimization (90C31) Hierarchical systems (93A13) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cited in

(9)

• Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems
• Multiple-criterion control: A convex programming approach
• Necessary conditions of Pareto optimality for multiobjective optimal control problems under constraints
• Infinite horizon multiobjective optimal control problems in the discrete time case
• The multiple linear quadratic gaussian problem
• Direct adaptive control for linear multivariable systems†
• Computation of generalized H ₂ optimal controllers
• Multiple objectives and non-separability in stochastic dynamic programming
• A generalization of mixed problems with an application to multiobjective optimal control

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