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분야시뮬레이션최적화
계열Process / pipelineProcess / pipeline
기원 연도1957-19751957
창시자Extension of Bellman (1957); formalized by multiple authors from 1970s onwardRichard Bellman
유형Exact optimization — recursive multi-objective decompositionExact combinatorial optimization via recursive decomposition
원전Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780691079516Bellman, R. (1957). Dynamic Programming. Princeton University Press. ISBN: 978-0-691-07951-6
별칭MODP, Multi-criteria dynamic programming, Vector dynamic programming, Pareto dynamic programmingDP, Bellman's Principle of Optimality, Recursive Optimization, Dinamik Programlama
관련53
요약Multi-Objective Dynamic Programming (MODP) extends Bellman's classical dynamic programming to settings where a decision-maker must optimize several competing objectives simultaneously across a sequence of stages. Rather than a single optimal policy, it produces a Pareto-optimal set of policies — each representing a distinct trade-off profile — by propagating vector-valued value functions backward through the state space.Dynamic Programming (DP) is an exact optimization technique introduced by Richard Bellman in 1957 for solving multi-stage decision problems. It decomposes a complex problem into simpler, overlapping subproblems, solves each subproblem once, and stores the results to avoid redundant computation. Grounded in the Principle of Optimality, DP guarantees globally optimal solutions whenever the problem exhibits overlapping subproblems and optimal substructure.
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