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Discrete dynamic programming with outcomes in random variable structures

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  • Trzaskalik, Tadeusz
  • Sitarz, Sebastian

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  • Trzaskalik, Tadeusz & Sitarz, Sebastian, 2007. "Discrete dynamic programming with outcomes in random variable structures," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1535-1548, March.
    • Handle: RePEc:eee:ejores:v:177:y:2007:i:3:p:1535-1548
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    References listed on IDEAS

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    1. Abo-Sinna, Mahmoud A. & Hussein, Mohammad L., 1994. "An algorithm for decomposing the parametric space in multiobjective dynamic programming problems," European Journal of Operational Research, Elsevier, vol. 73(3), pages 532-538, March.
    2. Mordechai I. Henig, 1985. "The Principle of Optimality in Dynamic Programming with Returns in Partially Ordered Sets," Mathematics of Operations Research, INFORMS, vol. 10(3), pages 462-470, August.
    3. Matthew J. Sobel, 1975. "Ordinal Dynamic Programming," Management Science, INFORMS, vol. 21(9), pages 967-975, May.
    4. Arthur Warburton, 1987. "Approximation of Pareto Optima in Multiple-Objective, Shortest-Path Problems," Operations Research, INFORMS, vol. 35(1), pages 70-79, February.
    5. L. G. Mitten, 1974. "Preference Order Dynamic Programming," Management Science, INFORMS, vol. 21(1), pages 43-46, September.
    6. Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999. "From stochastic dominance to mean-risk models: Semideviations as risk measures," European Journal of Operational Research, Elsevier, vol. 116(1), pages 33-50, July.
    7. Opricovic, Serafim, 1993. "Dynamic compromise programming with application to water reservoir management," Agricultural Systems, Elsevier, vol. 41(3), pages 335-347.
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    Cited by:

    1. Sebastian Sitarz, 2009. "Pareto optimal allocations and dynamic programming," Annals of Operations Research, Springer, vol. 172(1), pages 203-219, November.
    2. Sebastian Sitarz, 2013. "Compromise programming with Tchebycheff norm for discrete stochastic orders," Annals of Operations Research, Springer, vol. 211(1), pages 433-446, December.
    3. Maciej Nowak & Tadeusz Trzaskalik, 2022. "A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection," Annals of Operations Research, Springer, vol. 311(2), pages 1155-1181, April.
    4. Maciej Nowak & Tadeusz Trzaskalik, 2013. "Interactive procedure for a multiobjective stochastic discrete dynamic problem," Journal of Global Optimization, Springer, vol. 57(2), pages 315-330, October.

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