Neighbourhood Search for constructing Pareto sets

被引：0

作者：

G. Dorini

F. Di Pierro

D. Savic

A. B. Piunovskiy

机构：

[1] The University of Liverpool,Department of Mathematical Sciences, M & O Building

[2] University of Exeter,School of Engineering, Computer Science and Mathematics, Department of Engineering

来源：

Mathematical Methods of Operations Research | 2007年 / 65卷

关键词：

Multi-objective optimization; Cone-generated order; Convex analysis; Pareto set; Markov Decision Process (MDP); Dynamic programming; Linear programming;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper describes theNeighbourhood Search, an effectivemethod that we suggest for constructing Pareto sets in multiple objective problems with conegenerated orders. TheNeighbourhood Search is then applied to discounted Markov Decision Processes, resulting in original statements about topological properties of Pareto sets. A meaningful example is also presented.

引用

页码：315 / 337

页数：22

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