Weakly efficient solutions of limiting multicriteria optimization problems
[For the entire collection see Zbl 0745.00044.] Let \(A\) be a second order stochastic matrix of the type \(\left({a\atop 1- b} {1-a\atop b}\right)\), \(0<a<1\), \(0<b<1\), then the series of bicriterion problems \(A^ kf(x)\to\min\), \(x\in X\), \(X\subset R^ 2\) convex and compact, is studied for \(k\to\infty\), where min means, that weakly efficient points of \(X\) should be determined. Using the matrix \(A^*=\lim A^ k\), where \(A^*\) is the second order accompanying matrix corresponding to the eigenvalue 1 of \(A\) it is shown that the infinite intersection of the compact weakly efficient solution sets \(S_ k\) (relative to \(A^ kf\to\min)\) coincides with the set of the bicriterion problem \(A^*f\to\min\). A simple example is added.
- Weakly-efficient solutions of limiting multicriteria optimization problems
- scientific article; zbMATH DE number 4191411 (Why is no real title available?)
- scientific article; zbMATH DE number 25176 (Why is no real title available?)
- Weakly-Efficient Solutions Of Limiting Multicriteria Optimization Problems
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