多指标动态规划的交互式满意置换率法
An Interactive Satisfactory Trade-off Rate Method for Solving Multicriteria Dynamic Programming
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摘要: 提出了一种新的求解多指标动态规划问题的算法,它是由多目标静态规划的交互式满意 置换率法[1]推广得到的.通过增加附加状态变量进行数学模型转换,将单指标动态规划问题 转化为静态规划问题,再进行迭代.这样既减少了计算量,又使各指标间的置换关系易于求 得.所提方法在人机交互过程中对决策者的要求不高,对于一类常见的多指标动态规划问题, 可以迅速获得满意的解.Abstract: A new algorithm for solving multicriteria dynamic programming is proposed. It is obtained by extending the interactive satisfactory trade-off rate method for solving multiobjective static programming. By using some additional state variables, the mathematical model is transformed so that a dynamic programming problem is transformed into a static programming problem before iteration is performed. By doing so, the amount of computation is significantly reduced. Moreover, the relation of trade-off between criteria can be obtained easily. Using our method, the requirement to a decision maker is rather lenient in the process of man-machine interaction. For a class of general multicriteria dynamic programming problems, a solution which is satisfactory to the decision maker can be obtained quickly.
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