Robust multiobjective dynamic programming: Minimax envelopes for efficient decisionmaking under scenario uncertainty
DOI10.3934/jimo.2009.5.791zbMath1188.90239OpenAlexW2023392345MaRDI QIDQ2379822
Yacov Y. Haimes, Matthew H. Henry
Publication date: 22 March 2010
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2009.5.791
dynamic programmingminimax problemsmulti-objective and goal programmingnecessary conditions and sufficient conditions for optimality
Minimax problems in mathematical programming (90C47) Multi-objective and goal programming (90C29) Dynamic programming (90C39) Optimality conditions for minimax problems (49K35)
This page was built for publication: Robust multiobjective dynamic programming: Minimax envelopes for efficient decisionmaking under scenario uncertainty
