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A Dimension-Reduction Algorithm for Multi-Stage Decision Problems with Returns in a Partially Ordered Set

Published online by Cambridge University Press:  15 April 2003

Teodros Getachew  and
Michael M. Kostreva
Teodros Getachew
Affiliation:
Department of Management, Providence College, Providence, RI 02918-0001, U.S.A.
Michael M. Kostreva
Affiliation:
Department of Mathematical Sciences, Clemson University, Clemson, SC 29634-1907, U.S.A.
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Abstract

In this paper a two-stage algorithm for finding non- dominated subsets of partially ordered sets is established. A connection is then made with dimension reduction in time-dependent dynamic programming via the notion of a bounding label, a function that bounds the state-transition cost functions. In this context, the computational burden is partitioned between a time-independent dynamic programming step carried out on the bounding label and a direct evaluation carried out on a subset of “real" valued decisions. A computational application to time-dependent fuzzy dynamic programming is presented.

Keywords

Multi-criteria optimizationtime-variant networks dimension reduction.
Type
Research Article
Information
RAIRO - Operations Research , Volume 36 , Issue 3 , July 2002 , pp. 175 - 190
Copyright
© EDP Sciences, 2002

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