Pareto optimality in the infinite horizon cooperative difference game

• Published in: IET control theory & applications Vol. 14; no. 3; pp. 386 - 395
• Main Author: Lin, Yaning
• Format: Journal Article
• Language: English
• Published: The Institution of Engineering and Technology 12.02.2020
• Subjects: convexity condition; infinite horizon cooperative difference game; Lagrange multiplier set; linear quadratic control; matrix algebra; minimisation; necessary conditions; optimisation; Pareto optimal strategies; Pareto optimality; Pareto optimisation; Pareto solutions; Research Article; Riccati equations; sufficient condition; sufficient conditions; transversality condition; Pareto optimisation; transversality condition; infinite horizon cooperative difference game; matrix algebra; sufficient conditions; convexity condition; optimisation; necessary conditions; Riccati equations; Pareto optimality; Pareto solutions; Pareto optimal strategies; Lagrange multiplier set; minimisation; sufficient condition; linear quadratic control

This study is concerned with the necessary and sufficient conditions for the existence of Pareto solutions in the infinite horizon cooperative difference game. Based on the assumption about the Lagrange multipliers, utilising the equivalent characterisation of the Pareto optimality, the necessary co...