Abstract
An efficient numerical solution scheme entitled adaptive differential dynamic programming is developed in this paper for multiobjective optimal control problems with a general separable structure. For a multiobjective control problem with a general separable structure, the "optimal" weighting coefficients for various performance indices are time-varying as the system evolves along any noninferior trajectory. Recognizing this prominent feature in multiobjective control, the proposed adaptive differential dynamic programming methodology combines a search process to identify an optimal time-varying weighting sequence with the solution concept in the conventional differential dynamic programming. Convergence of the proposed adaptive differential dynamic programming methodology is addressed.
| Original language | English |
|---|---|
| Pages (from-to) | 1003-1015 |
| Number of pages | 13 |
| Journal | Automatica |
| Volume | 38 |
| Issue number | 6 |
| DOIs | |
| Publication status | Published - Jun 2002 |
Scopus Subject Areas
- Control and Systems Engineering
- Electrical and Electronic Engineering
User-Defined Keywords
- Adaptive differential dynamic programming
- Differential dynamic programming
- Dynamic programming
- Multiobjective dynamic programming
- Multiobjective optimal control