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Neighbourhood Search for constructing Pareto sets

Author

Listed:
  • G. Dorini
  • F. Pierro
  • D. Savic
  • A. Piunovskiy

Abstract

This paper describes theNeighbourhood Search, an effectivemethod that we suggest for constructing Pareto sets in multiple objective problems with conegenerated orders. TheNeighbourhood Search is then applied to discounted Markov Decision Processes, resulting in original statements about topological properties of Pareto sets. A meaningful example is also presented. Copyright Springer-Verlag 2007

Suggested Citation

  • G. Dorini & F. Pierro & D. Savic & A. Piunovskiy, 2007. "Neighbourhood Search for constructing Pareto sets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 65(2), pages 315-337, April.
    • Handle: RePEc:spr:mathme:v:65:y:2007:i:2:p:315-337
    DOI: 10.1007/s00186-006-0117-x
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    References listed on IDEAS

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    1. Eugene A. Feinberg & Adam Shwartz, 1996. "Constrained Discounted Dynamic Programming," Mathematics of Operations Research, INFORMS, vol. 21(4), pages 922-945, November.
    2. Eugene A. Feinberg, 2000. "Constrained Discounted Markov Decision Processes and Hamiltonian Cycles," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 130-140, February.
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