Adaptive differential dynamic programming for multiobjective optimal control

Li-Zhi Liao; Duan Li

doi:10.1016/S0005-1098(02)00016-X

Adaptive differential dynamic programming for multiobjective optimal control

Li-Zhi Liao
, Duan Li^*

^*Corresponding author for this work

Department of Mathematics

Research output: Contribution to journal › Journal article › peer-review

24 Citations (Scopus)

24 Downloads (Pure)

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	https://doi.org/10.1016/S0005-1098(02)00016-X
Publication status	Published - Jun 2002

User-Defined Keywords

Adaptive differential dynamic programming
Differential dynamic programming
Dynamic programming
Multiobjective dynamic programming
Multiobjective optimal control

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10.1016/S0005-1098(02)00016-X

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@article{53beee6e12aa4e52adcfabef99563478,

title = "Adaptive differential dynamic programming for multiobjective optimal control",

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.",

keywords = "Adaptive differential dynamic programming, Differential dynamic programming, Dynamic programming, Multiobjective dynamic programming, Multiobjective optimal control",

author = "Li-Zhi Liao and Duan Li",

note = "Funding Information: The research of the first author is supported in part by Grants FRG/97-98/II-42 and FRG/98-99/II-29 of Hong Kong Baptist University. The research of the second author was partially supported by Grant CUHK 4392/99E from the Research Grants Council, Hong Kong and FRG/97-98/II-42 of Hong Kong Baptist University. The authors appreciate very much the help from Kevin Ng in the computation of the example problems. ",

year = "2002",

month = jun,

doi = "10.1016/S0005-1098(02)00016-X",

language = "English",

volume = "38",

pages = "1003--1015",

journal = "Automatica",

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TY - JOUR

T1 - Adaptive differential dynamic programming for multiobjective optimal control

AU - Liao, Li-Zhi

AU - Li, Duan

N1 - Funding Information: The research of the first author is supported in part by Grants FRG/97-98/II-42 and FRG/98-99/II-29 of Hong Kong Baptist University. The research of the second author was partially supported by Grant CUHK 4392/99E from the Research Grants Council, Hong Kong and FRG/97-98/II-42 of Hong Kong Baptist University. The authors appreciate very much the help from Kevin Ng in the computation of the example problems.

PY - 2002/6

Y1 - 2002/6

N2 - 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.

AB - 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.

KW - Adaptive differential dynamic programming

KW - Differential dynamic programming

KW - Dynamic programming

KW - Multiobjective dynamic programming

KW - Multiobjective optimal control

UR - https://www.scopus.com/pages/publications/0036604629

U2 - 10.1016/S0005-1098(02)00016-X

DO - 10.1016/S0005-1098(02)00016-X

M3 - Journal article

AN - SCOPUS:0036604629

SN - 0005-1098

VL - 38

SP - 1003

EP - 1015

JO - Automatica

JF - Automatica

IS - 6

ER -

Adaptive differential dynamic programming for multiobjective optimal control

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