A multiobjective linear quadratic Gaussian control problem

DOI10.1109/TAC.1984.1103500zbMath0528.93069OpenAlexW2005817194MaRDI QIDQ3309580

Hannu T. 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

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

Related Items (9)

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

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