Extension of dynamic programming to nonseparable dynamic optimization problems
|Journal / Publication||Computers and Mathematics with Applications|
|Publication status||Published - 1991|
|Link to Scopus||https://www.scopus.com/record/display.uri?eid=2-s2.0-0003024454&origin=recordpage|
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.
Computers and Mathematics with Applications, Vol. 21, No. 11-12, 1991, p. 51-56.
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Li, D & Haimes, YY 1991, 'Extension of dynamic programming to nonseparable dynamic optimization problems', Computers and Mathematics with Applications, vol. 21, no. 11-12, pp. 51-56. https://doi.org/10.1016/0898-1221(91)90106-E
Li, D., & Haimes, Y. Y. (1991). Extension of dynamic programming to nonseparable dynamic optimization problems. Computers and Mathematics with Applications, 21(11-12), 51-56. https://doi.org/10.1016/0898-1221(91)90106-E