Stochastic multiobjective optimization: Sample average approximation and applications
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Publication:650222
DOI10.1007/S10957-011-9859-6zbMATH Open1263.90048OpenAlexW2084802973MaRDI QIDQ650222FDOQ650222
Authors: Jörg Fliege, Huifu Xu 
Publication date: 25 November 2011
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9859-6
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Cited In (17)
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- Stochastic approximation method for solving the stochastic multiobjective programming problem
- Adaptive sampling stochastic multigradient algorithm for stochastic multiobjective optimization
- An introduction to multiobjective simulation optimization
- Statistical approximation of multicriteria problems of stochastic programming
- The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning
- Inverse multiobjective optimization: inferring decision criteria from data
- A stochastic dynamic multiobjective model for sustainable decision making
- Stochastic approximation in convex multiobjective optimization
- Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem
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- Descent algorithm for nonsmooth stochastic multiobjective optimization
- A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains
- A stochastic multiple gradient descent algorithm
- Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability
- Robust multiobjective optimization \& applications in portfolio optimization
- Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case
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