Abstract
Multiobjective dynamic programming deals with multi-period decision processes. There are two main approaches to multi- objective dynamic problems: vector approach and scalarization approach. Vector dynamic approach was first developed by Brown and Strauch (1965). The aim of solving vector dynamic programming problem is to find a set of efficient solutions and Pareto-optimal vectors in the criterion space (Klotzler 1978). In scalarization approach dynamic problem may be transformed into a corresponding single objective dynamic programming problem. This transformation is based on decision maker’s (DM) preference. One of the scalarization methods is goal programming approach, first described by Levary (1984). A detailed review of the state of the art can be found in Li and Haimes (1989) and Trzaskalik (1995).
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© 1997 Springer-Verlag Berlin Heidelberg
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Trzaskalik, T. (1997). Dynamic Goal Programming Models. In: Caballero, R., Ruiz, F., Steuer, R. (eds) Advances in Multiple Objective and Goal Programming. Lecture Notes in Economics and Mathematical Systems, vol 455. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46854-4_12
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DOI: https://doi.org/10.1007/978-3-642-46854-4_12
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