Robust multiobjective dynamic programming: Minimax envelopes for efficient decisionmaking under scenario uncertainty

DOI10.3934/JIMO.2009.5.791MaRDI QIDQ2379822zbMATH OpenOpenAlexFDO

Authors Matthew H. Henry, Yacov Y. Haimes

Publication date 22 March 2010

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/jimo.2009.5.791

zbMATH Keywords

dynamic programmingminimax problemsmulti-objective and goal programmingnecessary conditions and sufficient conditions for optimality

Mathematics Subject Classification ID

Optimality conditions for minimax problems (49K35) Multi-objective and goal programming (90C29) Dynamic programming (90C39) Minimax problems in mathematical programming (90C47)

Recommendations

• Decision uncertainty in multiobjective optimization
• On dynamic programming for sequential decision problems under a general form of uncertainty
• Multiple objective (fuzzy) dynamic programming problems: a survey and some applications
• scientific article; zbMATH DE number 773966
• scientific article; zbMATH DE number 3963589

Cited in

(3)

• Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances
• Multi-objective Robust Strategy Synthesis for Interval Markov Decision Processes
• On the use of multiple criteria distance indexes to find robust cash management policies

This page was built for publication: Robust multiobjective dynamic programming: Minimax envelopes for efficient decisionmaking under scenario uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2379822)