Essays on Pareto Optimality in Cooperative Games

Introduction.- Existence conditions of Pareto solutions in the finite horizon stochastic differential game.- Existence conditions of Pareto solutions in the infinite horizon stochastic differential game.- LQ Pareto game of the stochastic singular systems in finite horizon.- LQ Pareto game of the stochastic singular systems in infinite horizon.- Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems.- Existence conditions of Pareto solutions in the finite horizon cooperative difference game.- Existence conditions of Pareto solutions in the infinite horizon cooperative difference game.- References.

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• Cibernética e teoria dos sistemas
• Engenharia do controlo automático
• Filosofia da Matemátuca
• Optimização

Pareto optimality;stochastic differential game;LQ stochastic optimal control theory;LQ Pareto game;stochastic singular systems;generalized differential/algebraic Riccati equations;Pareto-based guaranteed cost control;uncertain mean-field stochastic systems;cross-coupled generalized algebraic Riccati equations;linear matrix inequality;cooperative game;discrete-time systems