GENERALIZED DYNAMIC-PROGRAMMING FOR MULTICRITERIA OPTIMIZATION

被引：75
|
作者：
CARRAWAY, RL
MORIN, TL
MOSKOWITZ, H
机构：
[1] PURDUE UNIV,SCH IND ENGN,W LAFAYETTE,IN 47907
[2] PURDUE UNIV,KRANNERT GRAD SCH MANAGEMENT,W LAFAYETTE,IN 47907
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1990年 / 44卷 / 01期
关键词：
Dynamic programming; multiple criteria programming; network programming;
D O I：
10.1016/0377-2217(90)90318-6
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
Applications of dynamic programming (DP) to multicriteria sequential decision problems involving the optimization of a multicriteria preference function have been rare. This is due to the ease with which DP's monotonicity assumption can be violated in such situations. Generalized DP avoids the potential pitfalls created by this absence of monotonicity, thereby guaranteeing optimality. The methodology is applied to a prototypical multicriteria DP problem, namely a multicriteria version of the shortest path problem. © 1990.
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页码：95 / 104
页数：10
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