Stochastic Optimization over a Pareto Set Associated with a Stochastic Multi-Objective Optimization Problem
We deal with the problem of minimizing the expectation of a real valued random function over the weakly Pareto or Pareto set associated with a Stochastic Multi-objective Optimization Problem, whose objectives are expectations of random functions. Assuming that the closed form of these expectations i...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Springer New York LLC
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/32290 |