Vector-Valued Dynamic Programming

DOI10.1137/0321030zbMath0519.90089MaRDI 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 optimality; monotone operators; stationary policies; multi-objective dynamic programming; existence of maximal stationary policies; Pareto maximal policies; Pareto maximal rewards

Mathematics Subject Classification ID

90C31: Sensitivity, stability, parametric optimization

90C39: Dynamic programming

90C40: Markov and semi-Markov decision processes

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