Hamiltonian Necessary Conditions for a Multiobjective Optimal Control Problem with Endpoint Constraints
Qiji Jim Zhu · SIAM Journal on Control and Optimization · 2000
This paper discusses Hamiltonian necessary conditions for a nonsmooth multiobjective optimal control problem with endpoint constraints involving a general preference. The transversality condition in our necessary conditions is stated in terms of normal cones to the level sets of the preference. Examples involving a number of useful preferences are discussed.