| Article ID: | iaor1995340 |
| Country: | United Kingdom |
| Volume: | 3 |
| Issue: | 2 |
| Start Page Number: | 105 |
| End Page Number: | 117 |
| Publication Date: | Aug 1994 |
| Journal: | Journal of Multi-Criteria Decision Analysis |
| Authors: | Rubchinsky A. |
| Keywords: | programming: dynamic |
This paper is devoted to the multistage optimization problem with a vector-valued gain function. The notion of optimality is determined here by the choice function. The conditions for the choice function that guarantee the applicability and efficiency of dynamic programming are found.