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

DOI10.3934/JIMO.2009.5.791zbMATH Open1188.90239OpenAlexW2023392345MaRDI QIDQ2379822FDOQ2379822

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)

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

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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)

Cited In (3)

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

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