Stage-dependent hierarchy of criteria in multiobjective multistage decision processes

Abstract

This paper will consider a multiobjective, multistage discrete dynamic process with a changeable, state-dependent hierarchy of stage criteria determined by the decision maker. The goal of this paper is to answer the question of how to control a multistage process while taking into account both the tendency to achieve multiobjective optimization of the entire process and the time-varying hierarchy of stage criteria. We consider in detail possible situations, where the hierarchy of stage criteria changes over time in individual stages and is stage dependent. We present an interactive proposal to solving the problem, where the decision maker actively participates in finding the final realization of the process. The algorithm proposed is illustrated using a numerical example.