Optimal infinite-horizon multicriteria feedback control of stationary systems with minimax objectives and bounded disturbances

This article presents a methodology for exploring the solution surface in a class of multicriteria infinite-horizon closed-loop optimal control proble ms with bounded disturbances and minimax objectives, The maximum is taken w ith respect to both time and all sequences of disturbances; that is, the va lue of a criterion is the maximal stage cost for the worst possible sequenc e of disturbances. It is assumed that the system and the cost functions are stationary. The proposed solution method is based on reference point appro ach and inverse mapping from the space of objectives into the space of cont rol policies and their domains in state space.