Optimal Infinite-Horizon Multicriteria Feedback Control of Stationary Systems with Minimax Objectives and Bounded Disturbances1

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This article presents a methodology for exploring the solution surface in a class of multicriteria infinite-horizon closed-loop optimal control problems with bounded disturbances and minimax objectives. The maximum is taken with respect to both time and all sequences of disturbances; that is, the value of a criterion is the maximal stage cost for the worst possible sequence of disturbances. It is assumed that the system and the cost functions are stationary. The proposed solution method is based on reference point approach and inverse mapping from the space of objectives into the space of control policies and their domains in state space.

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