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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Veröffentlicht in:International journal of systems science Jg. 24; H. 4; S. 789 - 796
Hauptverfasser: BABA, NORIO, MORIMOTO, AKIRA
Format: Journal Article
Sprache:Englisch
Veröffentlicht: London Taylor & Francis Group 01.04.1993
Taylor & Francis
Schlagworte:
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
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung: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