|
|||||
|
|
Choice functions in multistage optimization |
|
| Authors: | Alexander Rubchinsky |
| Abstract: | This paper is devoted to the multistage optimization problem with a vector-valued gain function. The notion of optimality is determined here by the choice function. The conditions for the choice function that guarantee the applicability and efficiency of dynamic programming are found. |
| Keywords: | Multicriteria optimization Choice functions Dynamic programming |