An algorithm for generating efficient solutions of multiobjective dynamic-programming problems

This paper presents an algorithm for generating efficient solutions of multiobjective mathematical programming problem. The generation of efficient solutions is based on the principle of optimality in dynamic programming. A generalized functional equation of dynamic programming is derived from the constraint method assuming the separability and monotonicity of the problem. The basic notion of stability in convex programming problems with parameters in the constraints is redefined and analyzed quantitatively for the problem. A numerical example is given for the sake of illustration.