An Interactive Satisfactory Trade-off Rate Method for Solving Multicriteria Dynamic Programming
多指标动态规划的交互式满意置换率法

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.