EXTENSION OF DYNAMIC-PROGRAMMING TO NONSEPARABLE DYNAMIC OPTIMIZATION PROBLEMS

被引：15
|
作者：
LI, D
HAIMES, YY
机构：
[1] Department of Systems Engineering, University of Virginia, Charlottesville
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1991年 / 21卷 / 11-12期
关键词：
D O I：
10.1016/0898-1221(91)90106-E
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The use of dynamic programming is extended to a general nonseparable class where multiobjective optimization is used as a separation strategy. The original nonseparable dynamic optimization problem is first embedded into a separable, albeit multiobjective, optimization problem where multiobjective dynamic programming using the envelope approach is used as a solution scheme. Under certain conditions, the optimal solution of the original nonseparable problem is proven to be attained by a noninferior solution.
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页码：51 / 56
页数：6
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