Pareto Efficiency of Finite Horizon Switched Linear Quadratic Differential Games  

作　　者：HUANG Yabing ZHAO Jun 

机构地区：[1]College of Information Science and Engineering, Northeastern University, Shenyang 110819, China [2]State Key Laboratory of Synthetical Automation for Process Industries, Northeastern University, Shenyang 110819, China

出　　处：《Journal of Systems Science & Complexity》2018年第1期173-187,共15页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation of China under Grant No.61773098;the 111 Project under Grant No.B16009

摘　　要：A switched linear quadratic（LQ） differential game over finite-horizon is investigated in this paper. The switching signal is regarded as a non-conventional player, afterwards the definition of Pareto efficiency is extended to dynamics switching situations to characterize the solutions of this multi-objective problem. Furthermore, the switched differential game is equivalently transformed into a family of parameterized single-objective optimal problems by introducing preference information and auxiliary variables. This transformation reduces the computing complexity such that the Pareto frontier of the switched LQ differential game can be constructed by dynamic programming. Finally, a numerical example is provided to illustrate the effectiveness.

关 键 词：Dynamic optimization linear quadratic problems Pareto efficiency switched differential game 

分 类 号：O225[理学—运筹学与控制论]