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Consistency and equilibrium in multicriteria problems. (Russian) Zbl 1249.90237

Summary: Our results are intermediate between optimization theory and game theory. We introduce a new concept of a single-point solution for problems of multicriteria optimization that uses game-theoretic principles of consistency and equilibrium. We derive equations for this solution and find conditions under which the decision is Pareto optimal. We also establish that this solution has the property of covariance with respect to transformations of the set of criteria. The presentation is accompanied by examples.

MSC:

90C29 Multi-objective and goal programming
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