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Multiobjective analysis in dynamic environment

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Multiple objectives and dynamics characterize many sequential decision problems. They led to the emergence of a new research field known as a multiobjective dynamic programming multiobjective dynamic programming (MODP). Research extending the principle of optimality formulated in Bellman (1957) to multiobjective cases has facilitated the development of decomposition methodologies for many multiobjective optimization problems. The principle of optimality is the cornerstone upon which MODP is built. Decomposition methods based on the principle of optimality imbed the original multiobjective dynamic optimization problem into a family of single-stage multiobjective problems, which are easier to be solved than the original problem. In a MODP problem, as in any multiobjectivq programming problem, we want to find the set of efficient (noninferior, nondominated) solutions. (fragment tekstu)
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