Centralized stochastic optimal control of complex systems

We consider the problem of minimizing the long-run expected average cost of a complex system consisting of interactive subsystems with an emphasis on advanced propulsion systems, e.g., hybrid electric vehicles. We formulate a multiobjective optimization problem of the one-stage expected costs of the subsystems and provide a framework to prove that the control policy yielding the Pareto optimal solution minimizes the average cost criterion of the system.