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RAIRO Oper. Res. 36 (2002) 175-190
DOI: 10.1051/ro:2003001
A Dimension-Reduction Algorithm for Multi-Stage Decision Problems with Returns in a Partially Ordered Set
Teodros Getachew1 and Michael M. Kostreva21 Department of Management, Providence College, Providence, RI 02918-0001, U.S.A.
2 Department of Mathematical Sciences, Clemson University, Clemson, SC 29634-1907, U.S.A.
(Received December, 2000.)
Abstract
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.
Key words: Multi-criteria optimization, time-variant networks dimension reduction.
© EDP Sciences 2002
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