Statistical approximation of multicriteria problems of stochastic programming

DOI10.15407/DOPOVIDI2015.04.035zbMATH Open1340.90174OpenAlexW2320828117MaRDI QIDQ3464149FDOQ3464149

Authors: B. V. Norkin 

Publication date: 20 January 2016

Published in: Reports of the National Academy of Sciences of Ukraine (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15407/dopovidi2015.04.035

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zbMATH Keywords

multicriteria optimization problemPareto-optimal solutionmultiobjective stochastic optimization problem

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15) Optimal stochastic control (93E20)

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• A provably convergent heuristic for stochastic bicriteria integer programming
• Stochastic approximation method for solving the stochastic multiobjective programming problem
• Stochastic optimization models of actuarial mathematics
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• Random approximations in multiobjective optimization
• Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem
• Stochastic multiobjective optimization: Sample average approximation and applications
• B\&B solution technique for multicriteria stochastic optimization problems
• Multiple Objective Optimization Problems in Statistics
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