Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games
Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games
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DOI：
10.2139/ssrn.1618755
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发表时间：
2011-02
影响因子：
6.8
通讯作者：
P. V. Reddy;J. Engwerda
中科院分区：
文献类型：
--
作者：
P. V. Reddy;J. Engwerda
本文给出了具有开环信息结构的无限水平合作微分对策的Pareto解存在的充分必要条件。首先，我们重新制定的帕累托最优性的概念，这需要解决几个约束最优控制问题的一个特定的约束结构。然后，我们提供了弱充分条件下，所有的Pareto候选人可以通过解决加权和最优控制问题，属于单位单纯形的权重向量。我们补充我们的结果与相关的例子。
In this technical note, we derive necessary and sufficient conditions for the existence of Pareto solutions in infinite horizon cooperative differential games with open loop information structure. First, we reformulate the notion of Pareto optimality which entails to solving several constrained optimal control problems with a specific constraint structure. Then, we provide weak sufficient conditions under which all Pareto candidates can be obtained by solving a weighted sum optimal control problem, with weightvectors belonging to the unit simplex. We supplement our results with relevant examples.