Vector-Valued Dynamic Programming
From MaRDI portal
Publication:3670925
DOI10.1137/0321030zbMath0519.90089MaRDI QIDQ3670925
Publication date: 1983
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0321030
Pareto optimality; monotone operators; stationary policies; multi-objective dynamic programming; existence of maximal stationary policies; Pareto maximal policies; Pareto maximal rewards
90C31: Sensitivity, stability, parametric optimization
90C39: Dynamic programming
90C40: Markov and semi-Markov decision processes
Related Items
Unnamed Item, Markov decision processes, Multiple objectives and non-separability in stochastic dynamic programming, Discounting axioms imply risk neutrality, Ant algorithms and simulated annealing for multicriteria dynamic programming, Maximal mean/standard deviation ratio in an undiscounted MDP, Theory and applications of generalized dynamic programming: An overview, Optimal infinite-horizon multicriteria feedback control of stationary systems with minimax objectives and bounded disturbances, Dynamic programming approach to multiple objective control problem having deterministic or fuzzy goals, Vector-valued Markov decision processes and the systems of linear inequalities, Pareto optimal allocations and dynamic programming, The bellman equation for vector-valued semi-markovian dyanmic programiing, On a Continuously Discounted Vector Valued Markov Decision Process, Pansystems optimization, generalized principles of optimality, and fundamental equations of dynamic programming
