Stochastic Optimization over a Pareto Set Associated with a Stochastic Multi-Objective Optimization Problem

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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...

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Bibliographic Details
Main Authors:	Bonnel, Henri, Collonge, J.
Format:	Journal Article
Published:	Springer New York LLC 2014
Online Access:	http://hdl.handle.net/20.500.11937/32290

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