DYNAMIC-PROGRAMMING APPROACH TO MULTIPLE-OBJECTIVE CONTROL PROBLEM HAVING DETERMINISTIC OR FUZZY GOALS

Multiple Objective Control problems (MOCP) are dynamic optimization pr oblems of control systems that can be framed as multistage decision pr ocesses. Generalized Dynamic Programming or Multiple Objective Dynamic Programming is a useful technique to solve MOCP. Levary has first giv en the dynamic programming approach to solve a multiple objective opti mization problem involving goal objectives. His formulation is valid i f there is only a single decision variable in each stage. Generally, i n control problems, such as Multiple Goal Control Problem (MGCP), a de cision vector is involved in each stage. Therefore, in this paper Leva ry's formulation is extended to MGCP and is illustrated with an exampl e. When the MOCP has fuzzy goals, it is formulated as Fuzzy Goal Contr ol Problem (FGCP). A new formulation of dynamic programming approach t o FGCP is proposed here as Dynamic Fuzzy Goal Control Problem (DFGCP) and the method of finding its solution is illustrated with an example.