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

Automatica ◽  
2018 ◽  
Vol 94 ◽  
pp. 341-348 ◽  
Author(s):  
Yaning Lin ◽  
Xiushan Jiang ◽  
Weihai Zhang
2002 ◽  
Vol 12 (2) ◽  
Author(s):  
V.A. Emelichev ◽  
A.V. Pashkevich

AbstractFor a wide class of multicriteria (vector) optimisation problems with a finite set of vector constraints, basing on the additive method of aggregating special monotone functions of partial criteria, we obtain necessary and sufficient conditions of efficiency (Pareto-optimality) of a solution.


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