A Generalization of Dynamic Programming for Pareto Optimization in Dynamic Networks

Author: Getachew Teodros   Kostreva Michael   Lancaster Laura  

Publisher: Edp Sciences

E-ISSN: 1290-3868|34|1|27-47

ISSN: 0399-0559

Source: RAIRO - Operations Research, Vol.34, Iss.1, 2010-03, pp. : 27-47

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

The Algorithm in this paper is designed to find theshortest path in a network given time-dependent cost functions. It hasthe following features: it is recursive; it takes place bath in abackward dynamic programming phase and in a forward evaluation phase; itdoes not need a time-grid such as in Cook and Halsey and Kostreva andWiecek's "Algorithm One”; it requires only boundedness (above andbelow) of the cost functions; it reduces to backward multi-objectivedynamic programming if there are constant costs. This algorithm has beensuccessfully applied to multi-stage decision problems where the costsare a function of the time when the decision is made. There are examplesof further applications to tactical delay in production scheduling andto production control.