Necessary and sufficient Karush-Kuhn-Tucker conditions for multiobjective Markov chains optimality.
Julio B. ClempnerPublished in: Autom. (2016)
Keyphrases
- markov chain
- multi objective
- karush kuhn tucker
- optimality conditions
- finite state
- markov processes
- transition probabilities
- evolutionary algorithm
- state space
- optimization algorithm
- quadratic programming
- stationary points
- objective function
- transition matrix
- probabilistic automata
- sufficient conditions
- equality constraints
- particle swarm optimization
- genetic algorithm
- semidefinite programming
- learning algorithm
- nsga ii
- optimization problems
- search algorithm
- optimal solution
- nonlinear programming
- loss function
- model selection