TY - BOOK
T1 - Approximating multi-objective time-dependent optimization problems
AU - Dabia, S.
AU - Talbi, El-Ghazali
AU - Woensel, van, T.
AU - Kok, de, A.G.
PY - 2011
Y1 - 2011
N2 - In many practical situations, decisions are multi-objective in nature. Furthermore, costs and profits are time-dependent, i.e. depending upon the time a decision is taken, different costs and profits are incurred. In this paper, we propose a generic approach to deal with multi-objective time-dependent optimization problems (MOTDP). The aim is to determine the set of Pareto solutions that capture the interactions between the different objectives. Due, to the complexity of MOTDP, an efficient approximation based on dynamic programming is developed. The approximation has a provable worst case performance guarantee. Even though the approximate Pareto set consists of less solutions, it represents a good coverage of the true set of Pareto solutions. Numerical results are presented showing the value of the approximation.
AB - In many practical situations, decisions are multi-objective in nature. Furthermore, costs and profits are time-dependent, i.e. depending upon the time a decision is taken, different costs and profits are incurred. In this paper, we propose a generic approach to deal with multi-objective time-dependent optimization problems (MOTDP). The aim is to determine the set of Pareto solutions that capture the interactions between the different objectives. Due, to the complexity of MOTDP, an efficient approximation based on dynamic programming is developed. The approximation has a provable worst case performance guarantee. Even though the approximate Pareto set consists of less solutions, it represents a good coverage of the true set of Pareto solutions. Numerical results are presented showing the value of the approximation.
M3 - Report
T3 - BETA publicatie : working papers
BT - Approximating multi-objective time-dependent optimization problems
PB - Technische Universiteit Eindhoven
CY - Eindhoven
ER -