Stochastic method for the solution of unconstrained vector optimization problems

DOI10.1023/A:1015472306888zbMATH Open1022.90027OpenAlexW1572469720MaRDI QIDQ700771FDOQ700771

D. Kharzeev

Publication date: 8 October 2002

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

Full work available at URL: https://doi.org/10.1023/a:1015472306888

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zbMATH Keywords

Brownian motionstochastic differential equationsvector optimization problemscurves of dominated points

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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Cited In (27)

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• A Hybrid Algorithm for the Simple Cell Mapping Method in Multi-objective Optimization
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• Polynomial chaos for the approximation of uncertainties: Chances and limits
• The Gradient Subspace Approximation and Its Application to Bi-objective Optimization Problems
• The Directed Search Method for Pareto Front Approximations with Maximum Dominated Hypervolume
• A revised Pascoletti-Serafini scalarization method for multiobjective optimization problems
• The directed search method for multi-objective memetic algorithms
• Vaidya's method for convex stochastic optimization problems in small dimension
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• Kernel-based hybrid multi-objective optimization algorithm (KHMO)
• Solving the Pareto front for multiobjective Markov chains using the minimum Euclidean distance gradient-based optimization method

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