Generalized dynamic programming for multicriteria optimization
type: Item
instance of: scholarly article
title: Generalized dynamic programming for multicriteria optimization
zbMATH Open document ID: 0693.90090
DOI: 10.1016/0377-2217(90)90318-6
author: Robert L. Carraway
author: Thomas Morin
author: Herbert Moskowitz
published in: European Journal of Operational Research
publication date: 1990-01-01T00:00:00Z
review text: This paper is an interesting contribution to the applications of dynamic programming to vectorial problems decision. The authors show that the hypothesis of monotonicity which is essential but difficult to verify even for usual multicriteria preference functions in some finite vectorial optimization programs in order to obtain optimal solutions remains only a sufficient but not necessary condition for the optimality. Together with an original algorithm for a combination of a shortest path and reliability type problem, this methodology is also important for the study of the properties of sets of optimal solutions. On the other hand, the flexibility of this generalized dynamic programming method suggests a new way for the investigation of multicriteria optimization problems in infinite dimensional spaces, although it seems to be applicable only for finite multicriteria sequential vectorial decision problems.
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C35
zbMATH DE Number: 4135733
zbMATH Keywords: monotonicity
zbMATH Keywords: vectorial optimization
zbMATH Keywords: multicriteria optimization
zbMATH Keywords: infinite dimensional spaces
MaRDI profile type: Publication
full work available at URL: 0377-2217(90)90318-6
OpenAlex ID: W2086842401
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description: scientific article; zbMATH DE number 4135733