Stochastic Optimization over a Pareto Set Associated with a Stochastic Multi-Objective Optimization Problem

被引：0

作者：

Henri Bonnel

Julien Collonge

机构：

[1] University of New Caledonia,ERIM

来源：

Journal of Optimization Theory and Applications | 2014年 / 162卷

关键词：

Optimization over a Pareto set; Optimization over the Pareto image set; Multi-objective stochastic optimization; Multi-objective convex optimization; Sample average approximation method;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We deal with the problem of minimizing the expectation of a real valued random function over the weakly Pareto or Pareto set associated with a Stochastic Multi-objective Optimization Problem, whose objectives are expectations of random functions. Assuming that the closed form of these expectations is difficult to obtain, we apply the Sample Average Approximation method in order to approach this problem.

引用

页码：405 / 427

页数：22

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