Process / pipelineSimulation / optimization
多目标动态规划——序贯决策中的帕累托最优策略
多目标动态规划(MODP)将经典的贝尔曼动态规划扩展到决策者需要在多个阶段同时优化几个相互竞争的目标的场景。它不产生单一的最优策略,而是产生一个帕累托最优策略集——每个策略代表一个独特的权衡剖面——通过将向量值函数向后传播通过状态空间。
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来源
- Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780691079516
- Daellenbach, H. G., & Flood, R. L. (1992). Multi-objective dynamic programming. European Journal of Operational Research, 56(2), 215-225. link ↗
如何引用本页
ScholarGate. (2026, June 3). Multi-Objective Dynamic Programming. ScholarGate. https://scholargate.app/zh/simulation/multi-objective-dynamic-programming
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