An Open-Loop Invariant-Set Approach for Multiobjective Dynamic Programming Problems*

This paper considers an open-loop continuous-variable dynamic programming approach, inspired in the model predictive control technique, which is shown to be computationally attractive, compared with the traditional dynamic programming algorithm, and more flexible than the closed-loop optimal control, working well with arbitrary constraints and objective functions. The extension of the method to the multiobjective case is shown to be straightforward. An example of dynamic cattle herd management policy is considered.