Vector-Valued Dynamic Programming
DOI10.1137/0321030zbMATH Open0519.90089OpenAlexW1964352472MaRDI QIDQ3670925FDOQ3670925
Authors: Mordecai Henig 
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 optimalitymonotone operatorsstationary policiesmulti-objective dynamic programmingexistence of maximal stationary policiesPareto maximal policiesPareto maximal rewards
Dynamic programming (90C39) Sensitivity, stability, parametric optimization (90C31) Markov and semi-Markov decision processes (90C40)
Cited In (16)
- On a biobjective search problem in a line: formulations and algorithms
- Ant algorithms and simulated annealing for multicriteria dynamic programming
- Maximal mean/standard deviation ratio in an undiscounted MDP
- Dynamic programming approach to multiple objective control problem having deterministic or fuzzy goals
- Optimal infinite-horizon multicriteria feedback control of stationary systems with minimax objectives and bounded disturbances
- Vector-valued Markov decision processes and the systems of linear inequalities
- Title not available (Why is that?)
- The bellman equation for vector-valued semi-markovian dyanmic programiing
- Pareto optimal allocations and dynamic programming
- Pansystems optimization, generalized principles of optimality, and fundamental equations of dynamic programming
- On a Continuously Discounted Vector Valued Markov Decision Process
- Multiple objectives and non-separability in stochastic dynamic programming
- Markov decision processes
- Discounting axioms imply risk neutrality
- Theory and applications of generalized dynamic programming: An overview
- Multiple criteria dynamic programming and multiple knapsack problem
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