Hierarchical solution concept for static and multistage decision problems with two objectives.
Jaroslav DolezalPublished in: Kybernetika (1976)
Keyphrases
- multistage
- decision problems
- optimal policy
- stochastic programming
- influence diagrams
- multistage stochastic
- multicriteria decision
- production system
- decision model
- dynamic programming
- multiple criteria
- optimal strategy
- single stage
- lot sizing
- np hard
- optimal solution
- utility function
- decision processes
- bayesian decision problems
- reinforcement learning
- minimax regret
- computational complexity
- long run
- stochastic optimization
- bandit problems
- integer programming
- infinite horizon
- decision makers
- special case
- capacity expansion