Extension of dynamic programming to nonseparable dynamic optimization problems

DOI10.1016/0898-1221(91)90106-EzbMath0742.90083OpenAlexW1985943691WikidataQ57445593 ScholiaQ57445593MaRDI QIDQ1179356

Li, Duan, Yacov Y. Haimes

Publication date: 26 June 1992

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(91)90106-e

zbMATH Keywords

envelope approachnonseparable dynamic optimization

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Dynamic programming (90C39)

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Cites Work

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• A class of nonseparable dynamic programming problems
• The shortest path problem with two objective functions
• New approach for nonseparable dynamic programming problems
• Theory and applications of generalized dynamic programming: An overview
• Generalized Dynamic Programming for Stochastic Combinatorial Optimization
• On a Bicriterion Formulation of the Problems of Integrated System Identification and System Optimization
• Multiple objectives and non-separability in stochastic dynamic programming

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