Linear discrete-time Pareto-Nash-Stackelberg control problem and principles for its solving

A direct-straightforward method for solving linear discretetime optimal control problem is applied to solve control problem of a linear discrete-time system as a mixture of multicriteria Stackelberg and Nash games. For simplicity, the exposure starts with the simplest case of linear discrete-time optimal control problem and, by sequential considering of more general cases, investigation flnalizes with the highlighted Pareto-NashStackelberg and set valued control problems. Difierent principles of solving are compared and their equivalence is proved. Mathematics Subject Classiflcation 2010: 49K21, 49N05, 93C05, 93C55, 90C05, 90C29, 91A10, 91A20, 91A44, 91A50.