The scalarization approach to multiobjective Markov control problems: \textit{Why} does it work?

DOI10.1007/s00245-004-0804-4zbMath1081.90056OpenAlexW2025679585MaRDI QIDQ1763074

Onésimo Hernández-Lerma, Rosario Romera

Publication date: 21 February 2005

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-004-0804-4

zbMATH Keywords

linear programmingoptimal stochastic controlMarkov and semi-Markov decisionprocessesmultiobjective and goal programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Linear programming (90C05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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