| 多指标动态规划的交互式满意置换率法 |
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| 引用本文： | 赵蔚,吴沧浦.多指标动态规划的交互式满意置换率法[J].自动化学报,1994,20(6):694-701. |
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| 作者姓名： | 赵蔚 吴沧浦 |
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| 作者单位： | 1.中国科学院自动化研究所,北京; |
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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.
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| 关 键 词： | 多目标规划 动态规划 交互式方法 满意决策 置换率 |
| 收稿时间： | 1992-6-5 |
An Interactive Satisfactory Trade-off Rate Method for Solving Multicriteria Dynamic Programming |
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| Zhao Wei,Wu Cangpu.An Interactive Satisfactory Trade-off Rate Method for Solving Multicriteria Dynamic Programming[J].Acta Automatica Sinica,1994,20(6):694-701. |
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| Authors: | Zhao Wei Wu Cangpu |
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| Affiliation: | 1.Institute of Automation,Chinese Academy of Science,Beijing;Department of Automatic Control,Beijing Institute of Technology,Beijing |
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| 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 istransformed into a static programming problem before iteration is performed. By doing so, the amount of computation is significantly reduced. Moreover, the relation oftrade-off between criteria can be obtained easily. Using our method, the requirementto a decision maker is rather lenient in the process of man-machine interaction. For aclass of general multicriteria dynamic programming problems, a solution which issatisfactory to the decision maker can be obtained quickly. |
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| Keywords: | Multiobjective programming dynamic programming interactive method satisfactory decision making trade-off rate |
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