Necessary and sufficient Karush-Kuhn-Tucker conditions for multiobjective Markov chains optimality

DOI10.1016/J.AUTOMATICA.2016.04.044zbMATH Open1343.93096OpenAlexW2411932521MaRDI QIDQ313188FDOQ313188

Authors: Julio B. Clempner 

Publication date: 9 September 2016

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2016.04.044

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zbMATH Keywords

Markov chainsKarush-Kuhn-Tucker conditionsmultiobjective optimalityPareto surfaceTikhonov regulizator

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Numerical methods based on nonlinear programming (49M37) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Cites Work

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Cited In (10)

• Solving traffic queues at controlled-signalized intersections in continuous-time Markov games
• Automated multi-objective system identification using grammar-based genetic programming
• Observer and control design in partially observable finite Markov chains
• Using the Manhattan distance for computing the multiobjective Markov chains problem
• Strategic manipulation approach for solving negotiated transfer pricing problem
• Computing multiobjective Markov chains handled by the extraproximal method
• Negotiating transfer pricing using the Nash bargaining solution
• Interval optimal control for uncertain problems
• On Lyapunov Game Theory Equilibrium: Static and Dynamic Approaches
• The price of anarchy as a classifier for mechanism design in a Pareto-Bayesian-Nash context

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