Optimality Conditions and Duality for Multiobjective Control Problems

Abstract Fritz John and Kuhn-Tucker type necessary optimality conditions for a Pareto optimal (efficient) solution of a multiobjective control problem are obtained by first reducing the multiobjective control problem to a system of single objective control problems, and then using already established optimality conditions. As an application of Kuhn-Tucker type optimality conditions, Wolfe and Mond-Weir type dual multiobjective control problems are formulated and usual duality results are established under invexity/generalized invexity, relating properly efficient solutions of the primal and dual problems. Wolfe and Mond-Weir type dual multiobjective control problems with free boundary conditions are also presented.