Page 132 - IJOCTA-15-1
P. 132

R. Bagri, G. Sachdev, D. Agarwal / IJOCTA, Vol.15, No.1, pp.123-136 (2025)
                   Z                                                                                     !
                                             ˆ
                ⇒    η(t, σ, ˆσ, σ κ , ˆσ κ , ω, ˆω)ψ σ (Λ, ˆσ κ , r)dν  h ¯ T  ¯  ¯   T     ¯          i
                                                              −D κ λ θ σ κ  (Λ,¯σ κ (t), b)+ ¯τ β σ κ (Λ, ¯σ κ (t), ¯µ)  dν+
                    Ω
                 Z
                                               ˆ
               +    D κ η(t, σ, ˆσ, σ κ , ˆσ κ , ω, ˆω)ψ σ κ (Λ, ˆσ κ r)dν  Z
                                                                                                  ¯
                                                                                             T
                  Ω                                                  ξ(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω) ¯χ Ψ ω (Λ, ¯ a)+
                Z
                                           ˆ
              +    ξ(t, σ, ˆσ, σ κ , ˆσ κ , ω, ˆω)ψ ω (Λ, ˆσ κ , r)dν ≦0,  Ω
                                                                                                    !
                 Ω
                                                                 λ θ ω (Λ, ¯σ κ (t), b)+ ¯τ β ω (Λ, ¯σ κ (t), ¯µ) dν =
                            ∀(σ, ω)∈K ×Υ.                        ¯ T   ¯       ¯    T    ¯
            Theorem      1.  16  [Necessary conditions for         Z
                                                                                             T
                                                                                                   ¯
            (RUVP)] Consider (¯σ, ¯ω)∈T as a robust weak ef-          η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω) ¯χ Ψ σ Λ, ¯ a
                                                                     Ω
            ficient solution for the problem (RUVP). Then,
                                                                                      T
                                                                                           ¯
                                                                           ¯
                                                                                 ¯
                                                                      ¯ T
                                            ¯
                            p
                                                   m
            there exist ¯χ∈R as the scalars, λ(t)∈R , ¯τ(t)∈        +λ θ σ (Λ, ¯σ κ , b)+ ¯τ β σ (Λ, ¯σ κ , ¯µ) dν
                                                   +
              n          p ¯        m              n             Z
            R , ¯a ∈A⊆R , b∈B ⊆R      and ¯µ∈M ⊆R as un-
                                                                                                         ¯
                                                                                                   ¯
                                                                +                            ¯ T  (Λ, ¯σ κ , b)
            certain parameters satisfying                           D κ η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω) λ θ σ κ
                                                                   Ω
                                       ¯
                   ¯
                                             T
                         ¯ T
                               ¯
                                                 ¯
              T
             ¯ χ Ψ σ (Λ, ¯ a)+λ θ σ (Λ, ¯σ κ (t), b)+ ¯τ β σ (Λ, ¯σ κ (t), ¯µ)  T   ¯
                                                                           +¯τ β σ κ (Λ, ¯σ κ , ¯µ) dν
                 h                                    i
                                            ¯
                  ¯ T    ¯       ¯    T   (Λ, ¯σ κ (t), ¯µ) =0,    Z
            −D κ λ θ σ κ  (Λ,¯σ κ (t), b)+ ¯τ β σ κ                                          T     ¯
                                                                  +   ξ(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω) ¯χ Ψ ω Λ, ¯ a +
                                                        (1)          Ω
                                       ¯
                           ¯
                                                ¯
                      T
                                  ¯ T

                     ¯ χ Ψ ω (Λ, ¯ a)+λ θ ω (Λ, ¯σ κ (t), b)+    λ θ ω (Λ, ¯σ κ , b)+ ¯τ β ω (Λ, ¯σ κ , ¯µ) dν =0.  (6)
                                                                       ¯
                                                                                  T
                                                                 ¯ T
                                                                                       ¯
                                                                             ¯
                                ¯
                           T
                          ¯ τ β ω (Λ, ¯σ κ (t), ¯µ)=0,  (2)
                                                                  Z
                                       ¯
                               ¯
                           ¯ T
                          λ θ(Λ, ¯σ κ (t),b)=0,         (3)   As     Ψ(., ¯ a)dν is invex at (¯σ, ¯ω),  there-
                             p                                      Ω
                            X
                                      ¯
                      ¯ χ≧0,   ¯ χ i =1, λ≧0, ∀t∈Ω.     (4)   fore  there  exist  η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)  and
                                                              ξ(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω) such that
                            i=1
            Theorem 2.      [Sufficient efficiency conditions      Z                 Z

                                                                            ˆ
                                                                                              ¯
                                                                       T
                                                                                         T
            for (RUVP)] Consider a robust feasible so-                ¯ χ Ψ Λ, ¯ a dν −  ¯ χ Ψ Λ, ¯ a  dν ≧
            lution (¯σ, ¯ω)∈T for the robust vector varia-          Ω                 Ω
                                                                   Z
                                                                                                 ¯
            tional control problem (RUVP) and there ex-               η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)¯χ Ψ σ Λ, ¯ a dν
                                                                                           T

                      p                 ¯      m         n
            ists ¯χ∈R   as the scalars, λ(t)∈R , ¯τ(t)∈R ,          Ω
                                               +
                     p ¯       m                 n
            ¯ a ∈A⊂R , b∈B ⊆R      and ¯µ∈M ⊆R      as un-
                                                                    Z
            certain parameters,    fulfilling the conditions                                T     ¯
                                               Z                  +   ξ(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)¯χ Ψ ω Λ, ¯ a dν,
            (1)−(4). Further, assume that if      Ψ(., ¯ a)dν,       Ω
                                                Ω             which along with (5) gives
            Z                     Z
                       ¯
                                      T
               ¯ T
               λ θ(., ., b)dν and    ¯ τ β(., ., ¯µ)dν are in-       Z                       T     ¯
              Ω                     Ω                            0>    η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)¯χ Ψ σ Λ, ¯ a dν
            vex   w.r.t.    η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)∈R q  and  Ω
                                    r
            ξ(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)∈R at (¯σ, ¯ω). Then, (¯σ, ¯ω)
                                                                  Z
            is a robust weak efficient solution for the problem  +   ξ(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)¯χ Ψ ω Λ, ¯ a dν.  (7)
                                                                                          T
                                                                                                ¯

            (RUVP).                                                Ω
                                                                              Z
            Proof.       Suppose, on the contrary that (¯σ, ¯ω)  Also, invexity of  ¯ T  ¯
                                                                                 λ θ(., ., b)dν implies
            is not a robust weak efficient solution for the prob-              Ω
                                                                  Z                  Z
            lem (RUVP). Consequently, ∃(ˆσ, ˆω)∈T such that          ¯ T  ˆ    ¯        ¯ T  ¯     ¯
                                                                     λ θ(Λ, ˆσ κ , b)dν −
                                                                                        λ θ(Λ, ¯σ κ , b)dν ≧
                 Z                   Z
                                                                Ω                   Ω
                            ˆ
                                               ¯
                    maxΨ Λ, a dν <      maxΨ Λ, a dν              Z
                                                                                                     ¯
                                                                                               ¯
                                                                                         ¯ T
                  Ω  a∈A              Ω  a∈A                         η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)λ θ σ (Λ, ¯σ κ , b)dν
            Since max a∈A Ψ(Λ, a)=Ψ(Λ, ¯a), we obtain              Ω
                     Z               Z
                                                             Z
                           ˆ
                                           ¯
                        Ψ Λ, ¯a dν <    Ψ Λ, ¯a dν.     (5)                               ¯ T    ¯     ¯
                      Ω               Ω                       +    D κ η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)λ θ σ κ (Λ, ¯σ κ , b)dν+
                                                                 Ω
            Additionally, multiplying equations (1) and (2) by    Z
                                                                                               ¯
                                                                                         ¯ T
                                                                                                     ¯
            η and ξ, respectively and integrating,                   ξ(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)λ θ ω (Λ, ¯σ κ , b)dν
                                                                   Ω

                 Z                                            Now by robust feasibility of (ˆσ, ˆω)∈T and (3),
                                           T
                                                ¯
                    η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω) ¯χ Ψ σ (Λ, ¯ a)+
                  Ω                                           the above inequality yields
                                                                    Z
                                                                                                      ¯
                                                                                           ¯ T
                                                                                                ¯
                                 ¯
                                          ¯
                   ¯ T
                                      T
                        ¯
                  λ θ σ (Λ, ¯σ κ (t), b)+ ¯τ β σ (Λ, ¯σ κ (t), ¯µ)  0≧  η(t, ¯σ, ˆσ, ¯σ κ , ˆσ κ , ¯ω, ˆω)λ θ σ (Λ, ¯σ κ , b)dν
                                                                     Ω
                                                           126
   127   128   129   130   131   132   133   134   135   136   137