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A Note on the Relationship between Strongly Convex Functions and Multiobjective Stochastic Programming Problems

  • Vlasta Kaňková
Conference paper
Part of the Operations Research Proceedings book series (ORP, volume 2004)

Abstract

We consider multiobjective optimization problems in which objective functions are in the form of mathematical expectation of functions depending on a random element and a constraints set can depend on a probability measure. An efficient points set characterizes the multiobjective problems very often instead of the solution set in one objective case. A stability of the efficient points set (w.r.t. a probability measures space) and empirical estimates have been already investigated in the case when all objective functions were assumed to be strongly convex. The aim of the contribution is to present a modified assertions under rather weaker assumptions.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • Vlasta Kaňková
    • 1
  1. 1.Institute of Information Theory and AutomationAcademy of Sciences of the Czech RepublicPraha 8Czech Republic

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