Stochastic Approaches to Interactive Multi-Criteria Optimization Problems

Mikhalevich, M.V. (1986). Stochastic Approaches to Interactive Multi-Criteria Optimization Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-010

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Abstract

A stochastic approach to the development of interactive algorithms for multicriteria optimization is discussed in this paper. These algorithms are based on the idea of a random search and the use of a decision-maker who can compare any two decisions. The questions of both theoretical analysis (proof of convergence, investigation of stability) and practical implementation of these algorithms are discussed.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:57
Last Modified: 27 Aug 2021 17:12
URI: https://pure.iiasa.ac.at/2849

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