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In this paper, we investigate an optimal control problem whose objective function has interval-valued. To minimization the interval-valued objective function, the concept of order relation on the interval space is considered. The order relations represent the decision maker’s preference between two intervals and the optimal control problem is converted into a multiobjective control problem using the order relation. The maximize optimal control problem is also converted into a multi-objective problem using the order relation which represent the decision maker’s preference between interval costs.

Multi-objective optimization in optimal control problem with interval-valued objective function