Necessary and sufficient Karush-Kuhn-Tucker conditions for multiobjective Markov chains optimality

DOI10.1016/j.automatica.2016.04.044zbMath1343.93096OpenAlexW2411932521MaRDI QIDQ313188

Julio B. Clempner

Publication date: 9 September 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.04.044

zbMATH Keywords

Markov chainsKarush-Kuhn-Tucker conditionsmultiobjective optimalityPareto surfaceTikhonov regulizator

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Numerical methods based on nonlinear programming (49M37) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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