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

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

@article{074b56c8addd466bbbce51e9afb7cfc1,
title = "Necessary and sufficient conditions for Pareto optimality in infinite horizon cooperative differential games",
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.",
author = "P.V. Reddy and J.C. Engwerda",
year = "2014",
month = "9",
doi = "10.1109/TAC.2014.2305933",
language = "English",
volume = "59",
pages = "2536--2543",
journal = "IEEE Transactions on Automatic Control",
issn = "0018-9286",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "9",

}

Necessary and sufficient conditions for Pareto optimality in infinite horizon cooperative differential games. / Reddy, P.V.; Engwerda, J.C.

In: IEEE Transactions on Automatic Control, Vol. 59, No. 9, 09.2014, p. 2536-2543.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Necessary and sufficient conditions for Pareto optimality in infinite horizon cooperative differential games

AU - Reddy, P.V.

AU - Engwerda, J.C.

PY - 2014/9

Y1 - 2014/9

N2 - 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.

AB - 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.

U2 - 10.1109/TAC.2014.2305933

DO - 10.1109/TAC.2014.2305933

M3 - Article

VL - 59

SP - 2536

EP - 2543

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

SN - 0018-9286

IS - 9

ER -