A dimension-reduction algorithm for multi-stage decision problems with returns in a partially ordered set
RAIRO - Operations Research - Recherche Opérationnelle, Tome 36 (2002) no. 3, pp. 175-190
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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.
DOI :
10.1051/ro:2003001
Keywords:
multi-criteria optimization, time-variant networks, dimension reduction
@article{RO_2002__36_3_175_0,
author = {Getachew, Teodros and Kostreva, Michael M.},
title = {A dimension-reduction algorithm for multi-stage decision problems with returns in a partially ordered set},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
pages = {175--190},
publisher = {EDP-Sciences},
volume = {36},
number = {3},
year = {2002},
doi = {10.1051/ro:2003001},
mrnumber = {1988275},
zbl = {1062.90032},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/ro:2003001/}
}
TY - JOUR AU - Getachew, Teodros AU - Kostreva, Michael M. TI - A dimension-reduction algorithm for multi-stage decision problems with returns in a partially ordered set JO - RAIRO - Operations Research - Recherche Opérationnelle PY - 2002 SP - 175 EP - 190 VL - 36 IS - 3 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/ro:2003001/ DO - 10.1051/ro:2003001 LA - en ID - RO_2002__36_3_175_0 ER -
%0 Journal Article %A Getachew, Teodros %A Kostreva, Michael M. %T A dimension-reduction algorithm for multi-stage decision problems with returns in a partially ordered set %J RAIRO - Operations Research - Recherche Opérationnelle %D 2002 %P 175-190 %V 36 %N 3 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/ro:2003001/ %R 10.1051/ro:2003001 %G en %F RO_2002__36_3_175_0
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, Tome 36 (2002) no. 3, pp. 175-190. doi: 10.1051/ro:2003001
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