| Issue |
RAIRO-Oper. Res.
Volume 36, Number 3, July-September 2002
|
|
|---|---|---|
| Page(s) | 175 - 190 | |
| DOI | https://doi.org/10.1051/ro:2003001 | |
| Published online | 15 April 2003 | |
A Dimension-Reduction Algorithm for Multi-Stage Decision Problems with Returns in a Partially Ordered Set
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
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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