Stochastic approximation method for solving the stochastic multiobjective programming problem
作者:
NORIO BABA,
AKIRA MORIMOTO,
期刊:
International Journal of Systems Science
(Taylor Available online 1993)
卷期:
Volume 24,
issue 4
页码: 789-796
ISSN:0020-7721
年代: 1993
DOI:10.1080/00207729308949522
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
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.
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