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

DOI10.3934/JIMO.2009.5.791MaRDI QIDQ2379822zbMATHOpenAlexFDO

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

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

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(3)

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

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