Stochastic multiobjective optimization: Sample average approximation and applications
From MaRDI portal
Publication:650222
Recommendations
- scientific article; zbMATH DE number 7442533
- Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem
- Statistical approximation of multicriteria problems of stochastic programming
- Asymptotic convergence of stationary points of stochastic multiobjective programs with parametric variational inequality constraint via SAA approach
- Sample average approximation of stochastic dominance constrained programs
Cites work
- A Linearization Method for Nonsmooth Stochastic Programming Problems
- A stochastic multiple-leader Stackelberg model: analysis, computation, and application
- An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
- An improved algorithm for solving biobjective integer programs
- Analysis of Sample-Path Optimization
- Asymptotic analysis of stochastic programs
- Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives
- Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
- Convergence properties of two-stage stochastic programming
- Efficient solution concepts and their relations in stochastic multiobjective programming
- Epi‐consistency of convex stochastic programs
- Gap-free computation of Pareto-points by quadratic scalarizations
- scientific article; zbMATH DE number 3883941 (Why is no real title available?)
- scientific article; zbMATH DE number 3936913 (Why is no real title available?)
- scientific article; zbMATH DE number 44812 (Why is no real title available?)
- scientific article; zbMATH DE number 49086 (Why is no real title available?)
- scientific article; zbMATH DE number 3609443 (Why is no real title available?)
- scientific article; zbMATH DE number 2063780 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 1857850 (Why is no real title available?)
- scientific article; zbMATH DE number 3078986 (Why is no real title available?)
- Lipschitz Stability for Stochastic Programs with Complete Recourse
- Multicriteria approach to bilevel optimization
- Multiobjective optimization problem with variational inequality constraints
- Multiobjective optimization problems with equilibrium constraints
- Nonlinear multiobjective optimization. A generalized homotopy approach
- Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems
- Proper efficiency and the theory of vector maximization
- Quantitative stability in stochastic programming
- Sample average approximation of expected value constrained stochastic programs
- Sample-path optimization of convex stochastic performance functions
- Set-valued analysis
- Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- Stochastic Nash equilibrium problems: sample average approximation and applications
- Theory of multiobjective optimization
- Weighting factor results in vector optimization
Cited in
(17)- A stochastic multiple gradient descent algorithm
- Descent algorithm for nonsmooth stochastic multiobjective optimization
- Inverse multiobjective optimization: inferring decision criteria from data
- A stochastic dynamic multiobjective model for sustainable decision making
- Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case
- Robust multiobjective optimization \& applications in portfolio optimization
- Statistical approximation of multicriteria problems of stochastic programming
- Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem
- Stochastic approximation method for solving the stochastic multiobjective programming problem
- scientific article; zbMATH DE number 7442533 (Why is no real title available?)
- Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability
- scientific article; zbMATH DE number 7652676 (Why is no real title available?)
- Adaptive sampling stochastic multigradient algorithm for stochastic multiobjective optimization
- An introduction to multiobjective simulation optimization
- The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning
- Stochastic approximation in convex multiobjective optimization
- A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains
This page was built for publication: Stochastic multiobjective optimization: Sample average approximation and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q650222)
