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