Multiple objective (fuzzy) dynamic programming problems: a survey and some applications

Many real-world problems involve sequential or multistage decision making. Dynamic programming (DP) is a powerful optimization technique that is particularly applicable to many complex problems requiring a sequence of interrelated decisions. A new methodology, multiobjective dynamic programming (MOD...

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Bibliographic Details
Published in:Applied mathematics and computation Vol. 157; no. 3; pp. 861 - 888
Main Author: Abo-Sinna, Mahmoud A.
Format: Journal Article
Language:English
Published: New York, NY Elsevier Inc 15.10.2004
Elsevier
Subjects:
Calculus of variations and optimal control
Exact sciences and technology
Fuzzy dynamic programming
Fuzzy set theory
Global analysis, analysis on manifolds
Interactive
Logic and foundations
Mathematical analysis
Mathematical logic, foundations, set theory
Mathematics
Multiple objective
Numerical analysis
Numerical analysis. Scientific computation
Numerical methods in mathematical programming, optimization and calculus of variations
Real-world applications
Sciences and techniques of general use
Set theory
Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds
Real-world applications
Fuzzy dynamic programming
Fuzzy set theory
Multiple objective
Interactive
Real- world applications
Decision making
Optimization method
Multiobjective programming
Numerical analysis
Applied mathematics
Sequential method
Problem solving
Set theory
Dynamic programming
Mathematical programming
ISSN:0096-3003, 1873-5649
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Summary:Many real-world problems involve sequential or multistage decision making. Dynamic programming (DP) is a powerful optimization technique that is particularly applicable to many complex problems requiring a sequence of interrelated decisions. A new methodology, multiobjective dynamic programming (MODP), which relies heavily on conventional dynamic programming, is developed as a technique for solving problems that involve conflicting objectives that obey DP characteristics. In the past two decades, a major development of multiobjective dynamic optimization has been made. MODP, one of the most provocative topics within the broader subject. A natural extension of DP is its use in conjumction with fuzzy sets. This involves the perturbation of its components in a manner that admits of systematic fuzzification. Fuzzy dynamic programming (FDP) represents an advance on the Theory of DP. This paper reviews the major concepts used in MODP and FMODP and examins the current progress made in the development of the corresponding theory and methodology.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2003.08.083