多指标动态规划的人机交互式满意权衡法

1984年,Nakayama和Sawaragi提出了一种求解静态多目标决策问题的人机交互式满 意权衡方法.本文结合动态规划的结构特点,进一步发展了Nakayama方法的基本思想,表明 该方法可以推广到用来求解多指标动态规划问题,而且通过对原方法的改进,消除了其存在的 一些不足之处.本文所提方法,在较弱的限制条件下,针对一类普遍使用的多指标动态规划模 型,可以获得决策者充分满意的解.

An Interactive Satisficing Trade-Off Method for Solving Multicriteria Dynamic Programming

In 1984, Nakayama and Sawaragi proposed an interactive satisficing trade-off method for solving static multiobjective decision making problems. In this paper, by developing the idea of Nakayama's method and combining it with the structural characteristics of dynamic programming, we show that Nakayama's method can be extended so as to deal with multicriteria dynamic programming problems as well. Moreover,some inadequacy of the original method can be removed by a modification of the method. Our method, under weaker restrictions, can be used to obtain the sclution which is most satisfyactory to a decision maker for a class of quite general multicriteria dynamic programming models.