Stochastic method for the solution of unconstrained vector optimization problems

DOI10.1023/A:1015472306888zbMath1022.90027MaRDI QIDQ700771

D. Kharzeev

Publication date: 8 October 2002

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

vector optimization problems; Brownian motion; stochastic differential equations; curves of dominated points

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations