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

DOI10.1016/J.AUTOMATICA.2016.04.044MaRDI QIDQ313188zbMATHOpenAlexFDO

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

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)

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Cites work

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• Kuhn-Tucker multipliers as trade-offs in multiobjective decision-making analysis
• Markov Decision Processes with Multiple Objectives
• Multi-objective reinforcement learning through continuous Pareto manifold approximation
• Multiobjective optimization. Interactive and evolutionary approaches
• Solving the Pareto front for multiobjective Markov chains using the minimum Euclidean distance gradient-based optimization method

Cited in

(11)

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

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