Statistical approximation of multicriteria problems of stochastic programming

• Published in: Доповіді НАН України
• Date: 2015
• Main Author: Norkin, B.V.
• Format: Article
• Language: English
• Published: Видавничий дім "Академперіодика" НАН України 2015
• Subjects: Інформатика та кібернетика
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/96220
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Statistical approximation of multicriteria problems of stochastic programming / B.V. Norkin // Доповiдi Нацiональної академiї наук України. — 2015. — № 4. — С. 35-41. — Бібліогр.: 12 назв. — англ.

The article validates an approximation technique for solving multiobjective stochastic optimization problems. As a generalized model of a stochastic system to be optimized, a vector “input–random output” system is considered. Random outputs are converted into a vector of
 deterministic perfo...