Approximation of the pareto optimal set for multiobjective optimal control problems using viability kernels

DOI10.1051/COCV/2013056zbMATH Open1307.90159arXiv1203.0292OpenAlexW2058009808MaRDI QIDQ5404530FDOQ5404530

A. Guigue

Publication date: 24 March 2014

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Abstract: The objective of this paper is to provide a convergent numerical approximation of the Pareto optimal set for finite-horizon multiobjective optimal control problems for which the objective space is not necessarily convex. Our approach is based on Viability Theory. We first introduce the set-valued return function V and show that the epigraph of V is equal to the viability kernel of a properly chosen closed set for a properly chosen dynamics. We then introduce an approximate set-valued return function with finite set-values as the solution of a multiobjective dynamic programming equation. The epigraph of this approximate set-valued return function is shown to be equal to the finite discrete viability kernel resulting from the convergent numerical approximation of the viability kernel proposed in [4, 5]. As a result, the epigraph of the approximate set-valued return function converges towards the epigraph of V. The approximate set-valued return function finally provides the proposed numerical approximation of the Pareto optimal set for every initial time and state. Several numerical examples are provided.

Full work available at URL: https://arxiv.org/abs/1203.0292

zbMATH Keywords

dynamic programmingPareto optimalityset-valued mapmultiobjective optimal controlrecession coneviability theoryviability kernelexternal stabilityconvergent numerical approximationset-valued return function

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Dynamic programming in optimal control and differential games (49L20) Set-valued maps in general topology (54C60) Numerical methods of relaxation type (49M20)

Cited In (6)

• Sustainability standards, multicriteria maximin, and viability
• Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes
• Pareto Front Characterization for Multiobjective Optimal Control Problems Using Hamilton--Jacobi Approach
• Evasive path planning under surveillance uncertainty
• The viability kernel algorithm for computing value functions of infinite horizon optimal control problems
• Multicriteria minimax problems: localization of the Pareto set and suboptimal control design

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