Abstract
We study a multi-objective shortest path problem. We formulate a multi-objective Markov decision process model for the problem and solve it by the policy improvement procedure. We first show by counter-examples the differences between the multi-objective shortest path problem and the single-objective one. We next introduce “locally efficient policies” and present an algorithm for finding all efficient paths from all nodes to the destination. Moreover, as an application, we consider a shortest path problem with a constraint. Last, the algorithm is illustrated by a numerical example.
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Manuscript received: April 2001/Final version received: September 2001
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Wakuta, K. A multi-objective shortest path problem. Mathematical Methods of OR 54, 445–454 (2001). https://doi.org/10.1007/s001860100169
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DOI: https://doi.org/10.1007/s001860100169