Adaptive differential dynamic programming for multiobjective optimal control

An eecient numerical solution scheme entitled adaptive diierential dynamic programming is developed in this paper for multiobjective optimal control problems with a general separable structure. For a multiobjective control problem with a general separable structure, the \optimal" weighting coeecients for various performance indices are time-varying as the system evolves along any noninferior trajectory. Recognizing this prominent feature in multiobjective control, the proposed adaptive diierential dynamic programming methodology combines a search process to identify an optimal time-varying weighting sequence with the solution concept in the conventional diierential dynamic programming. Convergence of the proposed adaptive diierential dynamic programming methodology is addressed.