Optimal control theory for non-scalar-valued performance criteria
The theory of optimal control for nonscalar-valued performance criteria is discussed. In the space, where the performance criterion attains its value, the relations better than, worse than, not better than, and not worse than are defined by a partial order relation. The notion of optimality splits up into superiority and non-inferiority, because worse than is not the complement of better than, in general. A superior solution is better than every other solution. A noninferior solution is not worse than any other solution. Noninferior solutions have been investigated particularly for vector-valued performance criteria. Superior solutions for non-scalar-valued performance criteria attaining their values in abstract partially ordered spaces are emphasized. The main result is the infimum principle which constitutes necessary conditions for a control to be a superior solution to an optimal control problem.