Multi-objective dynamic programming with limited precision
نویسندگان
چکیده
Abstract This paper addresses the problem of approximating set all solutions for Multi-objective Markov Decision Processes. We show that in vast majority interesting cases, number is exponential or even infinite. In order to overcome this difficulty we propose approximate by means a limited precision approach based on White’s multi-objective value-iteration dynamic programming algorithm. prove calculated tractable and experimentally obtained are good approximation true Pareto front.
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ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2021
ISSN: ['1573-2916', '0925-5001']
DOI: https://doi.org/10.1007/s10898-021-01096-x