Vector-Valued Dynamic Programming

DOI10.1137/0321030zbMath0519.90089OpenAlexW1964352472MaRDI QIDQ3670925

Mordechai I. Henig

Publication date: 1983

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0321030

zbMATH Keywords

Pareto optimalitymonotone operatorsstationary policiesmulti-objective dynamic programmingexistence of maximal stationary policiesPareto maximal policiesPareto maximal rewards

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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