Solution Methods for Multi-Objective Markov Decision Processes


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Documentation for package ‘multiobjectiveMDP’ version 1.0.0

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are_valid_finite_horizon_rewards Determine whether a numeric list represents a valid reward structure for finite-horizon problems
are_valid_finite_horizon_transition_probabilities Determine whether a numeric list represents a valid transition probability structure for finite-horizon problems
are_valid_infinite_horizon_rewards Determine whether a numeric list represents a valid reward structure for infinite-horizon problems
are_valid_infinite_horizon_transition_probabilities Determine whether a numeric list represents a valid transition probability structure for infinite-horizon problems
compromise_solution Calculate the compromise solution among a set of objective vectors
discounted_bellman_operator Apply a stationary Bellman-type operator to a vector-valued value function
efficient_subset_sort_prune Find the Pareto efficient subset of a set of vectors
evaluate_discounted_MMDP_pure_policy Evaluate a stationary policy in a discounted infinite-horizon multi-objective Markov decision process
evaluate_finite_horizon_MMDP_markov_policy Evaluate a Markov deterministic policy for a finite-horizon multi-objective Markov decision process
generate_rand_MMDP Generate a random instance of a multi-objective Markov decision process
is_valid_finite_horizon_policy Determine whether an integer matrix represents a policy for a given class of finite-horizon problems
is_valid_infinite_horizon_policy Determine whether an integer vector represents a stationary policy for a given class of infinite-horizon problems
solve_discounted_MDP_policy_iteration Optimize a discounted infinite-horizon Markov decision process through policy iteration
solve_discounted_MMDP_linear_programming Optimize a discounted infinite-horizon multi-objective Markov decision process through linear programming
solve_discounted_MMDP_policy_iteration Optimize a discounted infinite-horizon multi-objective Markov decision process through policy iteration
solve_discounted_MMDP_weighting_factor Optimize a discounted infinite-horizon multi-objective Markov decision process through the weighting factor approach
solve_finite_horizon_MDP_backward_induction Solve a standard finite-horizon Markov decision process through dynamic programming
solve_finite_horizon_MMDP_backward_induction Optimize a finite-horizon multi-objective Markov decision process through vector-valued dynamic programming
solve_finite_horizon_MMDP_linear_programming Optimize a finite-horizon multi-objective Markov decision process through linear programming
solve_finite_horizon_MMDP_weighting_factor Optimize a finite-horizon multi-objective Markov decision process through the weighting factor approach
solve_MOLP Solve a multi-objective linear programming problem by a simplex-type method
sum_set Calculate the sum set (Minkowski sum) of two or more sets of vectors
value_function_domination_sets Compare two or more vector-valued value functions