multiobjectiveMDP
Solution Methods for Multi-Objective Markov Decision Processes
v1.0.0
·
Mar 6, 2026
·
GPL-3
Description
Compendium of the most representative algorithms in print---vector-valued dynamic programming, linear programming, policy iteration, the weighting factor approach---for solving multi-objective Markov decision processes, with or without reward discount, over a finite or infinite horizon. Mifrani, A. (2024) <doi:10.1007/s10479-024-06439-x>; Mifrani, A. & Noll, D. <doi:10.48550/arXiv.2502.13697>; Wakuta, K. (1995) <doi:10.1016/0304-4149(94)00064-Z>.
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1.0.0
Mar 10, 2026