Time-Consistency of Optimization Problems
نویسندگان
چکیده
We study time-consistency of optimization problems, where we say that an problem is time-consistent if its optimal solution, or the policy for choosing actions, does not depend on when solved. Time-consistency a minimal requirement decisions made based solution to be rational. show return can gain by taking "optimal" actions selected solving time-inconsistent surely dominated could "suboptimal" actions. establish sufficient conditions objective function and constraints time-consistent. also are necessary. Our results relevant in stochastic settings particularly risk measure other than expectation there constraint measure.
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Time-Consistency of Optimization Problems
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ژورنال
عنوان ژورنال: Proceedings of the ... AAAI Conference on Artificial Intelligence
سال: 2021
ISSN: ['2159-5399', '2374-3468']
DOI: https://doi.org/10.1609/aaai.v26i1.8391