Abstract
The problem of minimizing a vector-valued objective function is considered, and a mean-square strategy is derived.
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Communicated by Y. C. Ho
The author would like to thank Professors L. W. Neustadt and Y. C. Ho for many valuable comments on an early version of this note.
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Huang, S.C. Note on the mean-square strategy for vector-valued objective functions. J Optim Theory Appl 9, 364–366 (1972). https://doi.org/10.1007/BF00932935
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DOI: https://doi.org/10.1007/BF00932935