Treffer: Stochastic approximation method for solving the stochastic multiobjective programming problem
Title:
Stochastic approximation method for solving the stochastic multiobjective programming problem
Authors:
Source:
International journal of systems science. 24(4):789-796
Publisher Information:
London: Taylor & Francis, 1993.
Publication Year:
1993
Physical Description:
print, 7 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Sciences exactes et technologie, Exact sciences and technology, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Approximation stochastique, Stochastic approximation, Aproximación estocástica, Bruit additif, Additive noise, Ruido aditivo, Optimisation, Optimization, Optimización, Programmation multiobjectif, Multiobjective programming, Programación multiobjetivo, Programmation stochastique, Stochastic programming, Programación estocástica, Simulation ordinateur, Computer simulation, Simulación computadora
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Osaka educational univ., information sci., Kashihara City 582, Japan
ISSN:
0020-7721
Rights:
Copyright 1993 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Operational research. Management
Accession Number:
edscal.4668722
Database:
PASCAL Archive
Weitere Informationen
In this paper, we consider the multiobjective optimization problem in which each objective function is disturbed by noise. It is shown that a stochastic approximation method is able to find the appropriate solution of this problem. Several computer simulation results also confirm our theoretical study.