Vector-Valued Dynamic Programming

DOI10.1137/0321030MaRDI QIDQ3670925zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

existence of maximal stationary policiesmonotone operatorsmulti-objective dynamic programmingPareto maximal policiesPareto maximal rewardsPareto optimalitystationary policies

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cited in

(17)

• 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
• Discounting axioms imply risk neutrality
• On a biobjective search problem in a line: formulations and algorithms
• Pansystems optimization, generalized principles of optimality, and fundamental equations of dynamic programming
• scientific article; zbMATH DE number 1423920 (Why is no real title available?)
• Multiple criteria dynamic programming and multiple knapsack problem
• Multiple objectives and non-separability in stochastic dynamic programming
• Markov decision processes
• Solution methods for a class of finite-horizon vector-valued Markov decision processes
• Ant algorithms and simulated annealing for multicriteria dynamic programming

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