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Neighbourhood Search for constructing Pareto sets

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Abstract

This paper describes theNeighbourhood Search, an effectivemethod that we suggest for constructing Pareto sets in multiple objective problems with conegenerated orders. TheNeighbourhood Search is then applied to discounted Markov Decision Processes, resulting in original statements about topological properties of Pareto sets. A meaningful example is also presented.

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Authors and Affiliations

  1. Department of Mathematical Sciences, M & O Building, The University of Liverpool, Liverpool, L69 7ZL, UK

    A. B. Piunovskiy

  2. School of Engineering, Computer Science and Mathematics, Department of Engineering, University of Exeter, North Park Road, Exeter, EX4 4QF, UK

    G. Dorini, F. Di Pierro & D. Savic

Authors
  1. G. Dorini
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  2. F. Di Pierro
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  3. D. Savic
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  4. A. B. Piunovskiy
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Correspondence to A. B. Piunovskiy.

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Dorini, G., Pierro, F.D., Savic, D. et al. Neighbourhood Search for constructing Pareto sets. Math Meth Oper Res 65, 315–337 (2007). https://doi.org/10.1007/s00186-006-0117-x

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  • DOI: https://doi.org/10.1007/s00186-006-0117-x

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