Abstract
Preference optimality is an optimality concept in multicriteria problems, that is, in problems where several criteria are to beoptimized simultaneously. Formally, one wishes to optimizeN criteriag i(·) or, equivalently, a criterion vectorg(·) ∈ ℝN, subject to either functional constraints in programming or to side conditions which are differential equations in optimal control. Subject to these constraints, one obtains forg(·) a set of attainable values in ℝN. This set is preordered by the introduction of a complete preordering ≲; a controlu*(·) or a decisionx*, then, is preference-optimal if it results ing(u*(·))≲g(u(·)) for all admissible controlsu(·) or ifg(x*)≲g(x) for all feasible decisionsx. The present paper concerns sufficient conditions for preference-optimal control and for preference-optimal decisions.
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Communicated by G. Leitmann
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Stadler, W. Sufficient conditions for preference optimality. J Optim Theory Appl 18, 119–140 (1976). https://doi.org/10.1007/BF00933799
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DOI: https://doi.org/10.1007/BF00933799