POSTOPTIMALITY ANALYSIS FOR MULTI-ATTRIBUTIVE OBJECTIVE FUNCTIONS IN DYNAMIC PROGRAMMING

Abstract
A method is described for postoptimality analysis of multi-attributive objective functions in dynamic programming problems. The analysis examines the sensitivity or an optimal solution to changes in the weight allocated to one of the component attributes in the objective function. The information derived is either upper and lower bounds to the critical weight at which the optimal solution changes or, with additional computation, the exact critical weight. An arbitrary worked example is presented and a practical application is discussed.

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