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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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OK 9 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies dplyr linprog lintools nsga2R pracma prodlim multiobjectiveMDP

Version History

new 1.0.0 Mar 9, 2026