Necessary and sufficient conditions for Pareto optimality in infinite horizon cooperative differential games

P.V. Reddy, J.C. Engwerda

Research output: Contribution to journalArticleScientificpeer-review

24 Citations (Scopus)

Abstract

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.
Original languageEnglish
Pages (from-to)2536-2543
JournalIEEE Transactions on Automatic Control
Volume59
Issue number9
DOIs
Publication statusPublished - Sep 2014

Cite this