New approach for nonseparable dynamic programming problems

DOI10.1007/BF00939451zbMath0666.90085WikidataQ57445600 ScholiaQ57445600MaRDI QIDQ1117146

Yacov Y. Haimes, Li, Duan

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Lagrangian multipliersmultiobjective dynamic programmingenvelope approachk-th order separabilitynonseparable dynamic problemsseparation strategy

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39)

Related Items (6)

Time Consistency of the Mean-Risk Problem ⋮ Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems ⋮ Adaptive differential dynamic programming for multiobjective optimal control ⋮ Hierarchical multiobjective analysis for large-scale systems: Review and current status ⋮ A generalization of Bellman's equation with application to path planning, obstacle avoidance and invariant set estimation ⋮ Extension of dynamic programming to nonseparable dynamic optimization problems

Cites Work

• A class of nonseparable dynamic programming problems
• The shortest path problem with two objective functions
• On the noninferior index approach to large-scale multi-criteria systems
• Solving Bicriterion Mathematical Programs
• On a Bicriterion Formulation of the Problems of Integrated System Identification and System Optimization
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