Robust multiobjective dynamic programming: Minimax envelopes for efficient decisionmaking under scenario uncertainty

Journal of Industrial and Management Optimization

Volumn 5, Issue 4, 2009, Pages 791-824

  Henry, Matthew H ^a   Haimes, Yacov Y ^b  

^a JOHNS HOPKINS UNIVERSITY APPLIED PHYSICS LABORATORY   (United States)

^b UNIVERSITY OF VIRGINIA   (United States)

Author keywords

Dynamic programming; Minimax problems; Multi objective and goal programming; Necessary conditions and sufficient conditions for optimality

Indexed keywords

EID: 70350509050     PISSN: 15475816     EISSN: 1553166X     Source Type: Journal    
DOI: 10.3934/jimo.2009.5.791     Document Type: Article

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