Multiple objectives and non-separability in stochastic dynamic programming

DOI10.1080/00207729008910422zbMath0717.90053OpenAlexW2064611606WikidataQ57445598 ScholiaQ57445598MaRDI QIDQ5749148

Li, Duan

Publication date: 1990

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729008910422

zbMATH Keywords

multiobjective dynamic programmingmultiobjective stochastic optimization

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15) Dynamic programming (90C39) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (6)

Time Consistency of the Mean-Risk Problem ⋮ Multilevel dynamic programming for general multiple linear-quadratic control in discrete-time systems ⋮ A generalization of Bellman's equation with application to path planning, obstacle avoidance and invariant set estimation ⋮ A note on the dynamic liquidity trading problem with a mean-variance objective ⋮ Extension of dynamic programming to nonseparable dynamic optimization problems ⋮ A general approach to nonlinear multiple control problems with perturbation consideration

Cites Work

• A class of nonseparable dynamic programming problems
• Multicriteria dynamic programming with an application to the integer case
• Application of multiobjective optimization in aircraft control systems design
• Dynamic programming in multiplicative lattices
• On a class of differential games
• A multiobjective linear quadratic Gaussian control problem
• Dynamic programming models with goal objectives
• Vector-Valued Dynamic Programming
• The multiple linear quadratic gaussian problem
• Characterization of Optimal Policies in Vector-Valued Markovian Decision Processes
• A multiobjective dynamic programming method for capacity expansion
• Preference Order Dynamic Programming
• Ordinal Dynamic Programming
• Application of vector performance optimization to a robust control loop design for a fighter aircraft
• Solving Bicriterion Mathematical Programs

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