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Getachew, Teodros; Kostreva, Michael M.
A dimension-reduction algorithm for multi-stage decision problems with returns in a partially ordered set. RAIRO - Operations Research - Recherche Opérationnelle, 36 no. 3 (2002), p. 175-190
Texte intégral djvu | pdf | Analyses MR 1988275 | Zbl 1062.90032
Mots clés: multi-criteria optimization, time-variant networks, dimension reduction
URL stable: http://www.numdam.org/item?id=RO_2002__36_3_175_0
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In this paper a two-stage algorithm for finding non- dominated subsets of partially ordered sets is established. A connection is then made with dimension reduction in time-dependent dynamic programming via the notion of a bounding label, a function that bounds the state-transition cost functions. In this context, the computational burden is partitioned between a time-independent dynamic programming step carried out on the bounding label and a direct evaluation carried out on a subset of “real” valued decisions. A computational application to time-dependent fuzzy dynamic programming is presented.
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