A modification of the Geoffrion/Dyer/Feinberg algorithm for finite multi- objective systems (Q1059556)

This paper extends the work of \textit{A. M. Geoffrion}, \textit{J. S. Dyer} and \textit{A. Feinberg} [Manage. Sci., Appl. 19, 357-368 (1972; Zbl 0247.90069)] from a compact convex action set X to a finite set X. The essential difference is that the line search step in their algorithm is no longer applicable and has to be replaced by a different search procedure. Finite convergence to an optimal solution is guaranteed. Termination decisions and error analysis is also included.