Volume 15, No 6, 2008, P. 58-62
V. I. Struchenkov
Dynamic programming on Pareto sets
The problem of optimal distribution of a resource is considered. A dynamic programming scheme is proposed. Instead of recurrent equations, stepwise computation of Pareto-optimal points is used on the plane of values of the goal function and resource. Practical realization demonstrates efficiency of this approach.
Keywords: dynamic programming, Pareto set.
Struchenkov Valery Ivanovich 1
1. Moscow Institute of Radiotechnics, Electronics and Automation (Technical University),
78 Vernadsky ave., 119454 Moscow, Russia
e-mail: str1942@ mail.ru