Neighbourhood Search for constructing Pareto sets

G. Dorini (), F. Pierro (), D. Savic () and A. Piunovskiy ()

Mathematical Methods of Operations Research, 2007, vol. 65, issue 2, 315-337

Abstract: This paper describes theNeighbourhood Search, an effectivemethod that we suggest for constructing Pareto sets in multiple objective problems with conegenerated orders. TheNeighbourhood Search is then applied to discounted Markov Decision Processes, resulting in original statements about topological properties of Pareto sets. A meaningful example is also presented. Copyright Springer-Verlag 2007

Keywords: Multi-objective optimization; Cone-generated order; Convex analysis; Pareto set; Markov Decision Process (MDP); Dynamic programming; Linear programming (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s00186-006-0117-x

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