EDP Sciences Journals List
Issue RAIRO Oper. Res.
Volume 36, Number 3, July-September 2002
Page(s) 175 - 190
DOI 10.1051/ro:2003001

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. Kostreva2

1  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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