MULTIOBJECTIVE DYNAMIC PROGRAMMING: THE STATE OF THE ART

Multiple objectives and dynamic control characterize many real-world sequential decisionmaking problems. Multiobjective dynamic optimization was developed to help decisionmakers deal with the often conflicting and changing demands that occur in such problems. In the past decade, a major development of multiobjective dynamic optimization has been multiobjective dynamic programming (MODP), one of the most provocative topics within the broader subject. It is the concern of this paper to review the major concepts used in MODP and to examine current progress in the development of its theory and methodology.