| Article ID: | iaor19942343 |
| Country: | Netherlands |
| Volume: | 57 |
| Issue: | 3 |
| Start Page Number: | 421 |
| End Page Number: | 428 |
| Publication Date: | Mar 1992 |
| Journal: | European Journal of Operational Research |
| Authors: | Tapia Cesar G., Murtagh Bruce A. |
| Keywords: | programming: markov decision, programming: mathematical, programming: multiple criteria |
This paper presents a linear programming approach that will provide a means of ranking nondominated solutions of a multiobjective decision problem. The proposed approach can also be used to generate additional nondominated solutions. The variable preferences of a decision-maker with respect to a set of nondominated solutions can be analyzed as a Markovian process with an infinite number of stages and a finite number of decision states.