On multiple criteria stationary linear quadratic control

Abstract

Multiple control criteria and design specifications are, in general, present in control systems design. In this study, all Pareto optimal solutions are characterized for a large class of multiple criteria stationary linear quadratic control problems in terms of associated scalar criterion linear quadratic control problem solutions based on a supporting hyperplane argument, and thus the results are fully constructive. This argument, which was used to establish these results, is believed to be new.