multiobjectiveMDP

MaRDI QIDQ7380120CRANFDO

Authors Anas Mifrani

Last update 6 March 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0.0

Description

Compendium of the most representative algorithms in print—vector-valued dynamic programming, linear programming, policy iteration, the weighting factor approach—for solving multi-objective Markov decision processes, with or without reward discount, over a finite or infinite horizon. Mifrani, A. (2024) <doi:10.1007/s10479-024-06439-x>; Mifrani, A. & Noll, D. <doi:10.48550/arXiv.2502.13697>; Wakuta, K. (1995) <doi:10.1016/0304-4149(94)00064-Z>.

Cites work

• A counterexample and a corrective to the vector extension of the Bellman equations of a Markov decision process
• Vector-valued Markov decision processes and the systems of linear inequalities

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