2026-06-05T14:41:50Zhttps://riuma.uma.es/rest/oai/request

oai:riuma.uma.es:10630/240402026-02-03T11:15:17Zcom_10630_2254col_10630_37953

Multi-objective dynamic programming with limited precision Mandow-Andaluz, Lorenzo Pérez-de-la-Cruz-Molina, José Luis Pozas García, Nicolás Programación dinámica This paper addresses the problem of approximating the set of all solutions for Multi-objective Markov Decision Processes. We show that in the vast majority of interesting cases, the number of solutions is exponential or even infinite. In order to overcome this difficulty we propose to approximate the set of all solutions by means of a limited precision approach based on White’s multi-objective value-iteration dynamic programming algorithm. We prove that the number of calculated solutions is tractable and show experimentally that the solutions obtained are a good approximation of the true Pareto front. 2022-05-05T06:50:21Z 2022-05-05T06:50:21Z 2022-05-05T06:50:21Z 2021-11-02 journal article Mandow, L., Perez-de-la-Cruz, J.L. & Pozas, N. Multi-objective dynamic programming with limited precision. J Glob Optim 82, 595–614 (2022). https://doi.org/10.1007/s10898-021-01096-x https://hdl.handle.net/10630/24040 10.1007/s10898-021-01096-x eng http://creativecommons.org/licenses/by/4.0/ open access Atribución 4.0 Internacional Springer