The theory of the dynamic programming approach to the multiple cri-

teria optimization problem [mcodp ] is developed by combining the non-

dominated solution concepts and dynamic programming method.
Using the dynamic programming decomposition theorem, we break the
multicriteria problem into N stages . At each stage we find the non-
dominated solution by a recursion equation and hence solve the MCO
problem by finding the nondominated solutions of multi-aggregate return
function.