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Многокритериален Марков Модел×Стохастично динамично програмиране×
ОбластСимулационно моделиранеСимулационно моделиране
СемействоProcess / pipelineProcess / pipeline
Година на възникване20061957
СъздателChatterjee, K., Majumdar, R., Henzinger, T. A. (formal; survey: Roijers et al.)Bellman, R.; formalized for stochastic settings by Puterman, M. L.
ТипStochastic sequential decision model with multiple objectivesSequential optimization under uncertainty
Основополагащ източникRoijers, D. M., Vamplew, P., Whiteson, S., & Dazeley, R. (2013). A survey of multi-objective sequential decision-making. Journal of Artificial Intelligence Research, 48, 67–113. DOI ↗Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093
Други названияMOMDP, Multi-objective MDP, Multi-criteria Markov Decision Process, MO-Markov ModelSDP, Markov Decision Process, MDP, Stochastic DP
Свързани56
РезюмеA Multi-objective Markov Model (MOMDP) extends classical Markov Decision Processes to settings where an agent must optimize several reward signals simultaneously. Instead of a single optimal policy, the model produces a Pareto-optimal set of policies, enabling decision-makers to navigate trade-offs between competing goals such as cost, risk, and throughput over time.Stochastic Dynamic Programming (SDP) is a mathematical optimization framework for sequential decision problems where outcomes are partly random. It extends Bellman's principle of optimality to stochastic environments, representing problems as Markov Decision Processes (MDPs) and computing optimal policies by solving recursive value equations over states and time periods.
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  2. 2 Източници
  3. PUBLISHED
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  2. 2 Източници
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ScholarGateСравнение на методи: Multi-objective Markov Model · Stochastic Dynamic Programming. Извлечено на 2026-06-15 от https://scholargate.app/bg/compare