Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games

被引：52

作者：

Reddy, Puduru Viswanadha ^{[1
,2
]}

Engwerda, Jacob C. ^{[3
]}

机构：

[1] Ecole Hautes Etud Commerciales, Gerad, Montreal, PQ, Canada

[2] HEC Montreal, Montreal, PQ, Canada

[3] Tilburg Univ, Dept Econometr & Operat Res, NL-5000 LE Tilburg, Netherlands

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2014年 / 59卷 / 09期

关键词：

Differential games; infinite horizon optimal control; Pareto optimality; transversality conditions;

D O I：

10.1109/TAC.2014.2305933

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this technical note, we derive necessary and sufficient conditions for the existence of Pareto solutions in infinite horizon cooperative differential games with open loop information structure. First, we reformulate the notion of Pareto optimality which entails to solving several constrained optimal control problems with a specific constraint structure. Then, we provide weak sufficient conditions under which all Pareto candidates can be obtained by solving a weighted sum optimal control problem, with weightvectors belonging to the unit simplex. We supplement our results with relevant examples.

引用

页码：2536 / 2542

页数：7

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