Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon

Lin, Yaning; Jiang, Xiushan; Zhang, Weihai

doi:10.1016/j.automatica.2018.04.044

Cited by 34 publications

(14 citation statements)

References 10 publications

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“…Applying the Lagrange multipliers technique [22] and the stochastic maximum principle [23] to problem (P i ), it is easy to obtain the necessary conditions of problem (P i ). Similar to [17,Theorem 7], we have…”

Section: Necessary/sufficient Conditions For Pareto Optimalitymentioning

confidence: 87%

“…In recent years, the study on Pareto optimality has attracted more and more scholars' attention [11][12][13][14][15][16][17][18][19]. For the multiobjective H 2 /H ∞ filtering design of the nonlinear systems, Chen et al [11] developed an LMI-based multiobjective evolution algorithm (MOEA) to derive Pareto optimal solutions.…”

Section: Introductionmentioning

confidence: 99%

“…For the infinite horizon LQ Pareto game of the stochastic singular systems, employing the equivalent transformation method, Lin et al [16] put forward a sufficient condition for us to use the weighted sum optimality method to calculate all Pareto efficient strategies via the solvability of the corresponding generalized algebraic Riccati equation (GARE). Lin et al [17] researched the Pareto optimality in the finite horizon stochastic cooperative differential game. In [18], Lin et al discussed the Pareto-based guaranteed cost control problem for the uncertain mean-field stochastic systems.…”

Section: Introductionmentioning

confidence: 99%

See 2 more Smart Citations

Linear Quadratic Pareto Game of the Stochastic Systems in Infinite Horizon

Lin

2019

J Optim Theory Appl

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This paper investigates the necessary/sufficient conditions for Pareto optimality in the infinite horizon linear quadratic stochastic differential game. Based on the necessary and sufficient characterization of the Pareto optimality, the problem is transformed into a set of constrained stochastic optimal control problems with a special structure. Under the assumption about the Lagrange multipliers, utilizing the stochastic Pontryagin maximum principle, the necessary conditions for the existence of the Pareto efficient strategies are presented. Furthermore, a condition is introduced to guarantee that the element zero does not belong to the Lagrange multiplier set. In addition, the necessary conditions, the convexity condition on the weighted sum cost functional and a transversality condition provide the sufficient conditions for a control to be Pareto efficient. The characterization of Pareto efficient strategies and Pareto solutions is also studied. If the system is stabilizable, then the solvability of the related generalized algebraic Riccati equation provides a sufficient condition under which all Pareto efficient strategies can be obtained by the weighted sum optimality method and all Pareto solutions can be derived based on the solutions of an introduced algebraic Lyapunov equation.

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Section: Necessary/sufficient Conditions For Pareto Optimalitymentioning

confidence: 87%

Section: Introductionmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

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Linear Quadratic Pareto Game of the Stochastic Systems in Infinite Horizon

Lin

2019

J Optim Theory Appl

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“…Lin et al . [16] discussed the necessary as well as the sufficient conditions for the existence of Pareto solutions in the finite horizon stochastic cooperative differential game. For the uncertain mean‐field stochastic systems, Lin et al .…”

Section: Introductionmentioning

confidence: 99%

Pareto optimality in the infinite horizon cooperative difference game

Lin

2020

IET Control Theory & Applications

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“…In particular, the marginal efficiency is achieved when resources are allocated, taking into account the maximum net gain from their use. Allocation of resources will be effective when resources are used for a certain period so that it is impossible to increase the well-being of one person without harming the well-being of another one -"Pareto optimal" [11,12].…”

Section: Introductionmentioning

confidence: 99%

Effective Public Administration of the Russian Economy

Smirnov¹,

Semenov²,

Kadyshev³

et al. 2019

Proceedings of the International Conference Communicative Strategies of Information Society (CSIS 2018)

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The article deals with the issue of effective public administration in the conditions of unstable growth of the Russian economy. The priority of the management system for the development of the Russian economy was substantiated, shifting the emphasis on efficiency as a key economic function and goal. The existing classification of efficiency levels was analyzed. The methodology for studying public management is based on optimal organization of communication technologies. The organization process is based on a structural-functional approach. The research result is a new paradigm and concept of effective public administration allowing elimination of causes of decision-making asymmetry, reduction of conflicting decisions, creation of conditions for a mutually beneficial communication management system. The paradigm of effective public administration is presented as a model of causal relationships between and within subsystems, coordinating goals, causes, effects and results. The structural-functional approach to the concept of effective public administration is described using the structure of indicators reflecting the set of methodological provisions for its implementation. State models of development strategies and stages of their implementation were considered. The emphasis of development strategy models was shifted to the elimination of structural imbalances and their causes, development of the case of effective management decisions, optimal impact tools and a minimum level of required resources. Connecting functions between the paradigm and the concept of effective public administration were highlighted.

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Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon

Cited by 34 publications

References 10 publications

Linear Quadratic Pareto Game of the Stochastic Systems in Infinite Horizon

Linear Quadratic Pareto Game of the Stochastic Systems in Infinite Horizon

Pareto optimality in the infinite horizon cooperative difference game

Effective Public Administration of the Russian Economy

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