Stochastic approximation method for solving the stochastic multiobjective programming problem

In this paper, we consider the multiobjective optimization problem in which each objective function is disturbed by noise. It is shown that a stochastic approximation method is able to find the appropriate solution of this problem. Several computer simulation results also confirm our theoretical stu...

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Vydáno v:International journal of systems science Ročník 24; číslo 4; s. 789 - 796
Hlavní autoři: BABA, NORIO, MORIMOTO, AKIRA
Médium: Journal Article
Jazyk:angličtina
Vydáno: London Taylor & Francis Group 01.04.1993
Taylor & Francis
Témata:
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Additive noise
Stochastic approximation
Computer simulation
Optimization
Multiobjective programming
Stochastic programming
ISSN:0020-7721, 1464-5319
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Shrnutí:In this paper, we consider the multiobjective optimization problem in which each objective function is disturbed by noise. It is shown that a stochastic approximation method is able to find the appropriate solution of this problem. Several computer simulation results also confirm our theoretical study.
ISSN:0020-7721
1464-5319
DOI:10.1080/00207729308949522