I am working on the problem of distributed database query planning. Existing work  uses dynamic programming to search the potential query plan space and find the one with minimal cost. However, I am interested in an additional value (e.g. security risk) of a query plan, and would like to minimize this value also.
My current idea is to first minimize the cost goal to a certain extent, and then minimize the second goal. More specifically, we can let the user specify a Delta value, and then the dynamic programming algorithm can find a set of near optimal candidates whose costs fall in [optimal cost, optimal cost + Delta]. Then, we can minimize the second goal in this set.
My question is, is there any algorithmic work that offers similar capabilities? Or is there any method to modify a dynamic programming algorithm so that it can consider two goals simultaneously? Other relevant information will also be appreciated. Thank you!
 Kossmann, Donald, and Konrad Stocker. "Iterative dynamic programming: a new class of query optimization algorithms." ACM Transactions on Database Systems (TODS) 25.1 (2000): 43-82.