Pareto Fronts of the Set of Sustainable Thresholds for Constrained Control Systems

Abstract

This paper is concerned with a dual object of the so-called viability kernel of a control system with mixed (state-control) constraints. This object, called the set of sustainable thresholds, describes the possible thresholds for which a given initial condition is viable. In this work, we are concerned with characterizing the weak and strong Pareto fronts of the set of sustainable thresholds and providing a practical method for computing such objects based on optimal control theory and a level-set approach. A numerical example, relying on renewable resource management, is shown to demonstrate the proposed method.

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Notes

  1. 1.

    Following Theorem 2, for vectors \(\bar{c} \notin {\mathbb {S}}(\xi )\), one has \(\omega _{\xi }\left( {\bar{c}}\right) > 0\). In this example, we are considering constraints in the opposite sense (see Remark 7), so we obtain the same result with the opposite sign for the function \(\omega _{\xi }\left( {\cdot }\right) \).

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Correspondence to Pedro Gajardo.

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This work was supported by FONDECYT grants N 1160567 (P. Gajardo) and N 3170485 (C. Hermosilla), both CONICYT-Chile programs, and also by project MathAmsud 18-MATH-05.

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Gajardo, P., Hermosilla, C. Pareto Fronts of the Set of Sustainable Thresholds for Constrained Control Systems. Appl Math Optim 83, 1103–1121 (2021). https://doi.org/10.1007/s00245-019-09580-3

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Keywords

  • Set of sustainable thresholds
  • Discrete-time systems
  • Mixed constraints
  • Level-set approach
  • Dynamic programming

Mathematics Subject Classification

  • 49L20
  • 93C55
  • 93C10