TY - JOUR
T1 - Extension of dynamic programming to nonseparable dynamic optimization problems
AU - Li, Duan
AU - Haimes, Yacov Y.
PY - 1991
Y1 - 1991
N2 - The use of dynamic programming is extended to a general nonseparable class where multiobjective optimization is used as a separation strategy. The original nonseparable dynamic optimization problem is first embedded into a separable, albeit multiobjective, optimization problem where multiobjective dynamic programming using the envelope approach is used as a solution scheme. Under certain conditions, the optimal solution of the original nonseparable problem is proven to be attained by a noninferior solution.
AB - The use of dynamic programming is extended to a general nonseparable class where multiobjective optimization is used as a separation strategy. The original nonseparable dynamic optimization problem is first embedded into a separable, albeit multiobjective, optimization problem where multiobjective dynamic programming using the envelope approach is used as a solution scheme. Under certain conditions, the optimal solution of the original nonseparable problem is proven to be attained by a noninferior solution.
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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0003024454&origin=recordpage
U2 - 10.1016/0898-1221(91)90106-E
DO - 10.1016/0898-1221(91)90106-E
M3 - 21_Publication in refereed journal
VL - 21
SP - 51
EP - 56
JO - Computers and Mathematics with Applications
JF - Computers and Mathematics with Applications
SN - 0898-1221
IS - 11-12
ER -