{
  "abstract": "The article describes a 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 used. Ran- dom outputs are converted into a vector of deterministic performance and risk indicators. The problem is to find those inputs that correspond to a Pareto-optimal values of output indicators. The problem is approximated by a sequence of deterministic multi-criteria optimization problems, where, for example, the objective vector function is a sample average approximation of the original one and the feasible set is a discrete sample approximation of the feasible inputs. Approximate optimal solutions are defined as weakly Pareto-efficient ones within some vector tolerance. Convergence analysis includes establishing convergence of the general approx- imation scheme and establishing conditions of convergence with probability one under proper regulation of sampling parameters. The proposed technique is illustrated on a computer system for supporting multi-criteria optimization of insurance business.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2609.18159",
  "author_total": 1,
  "authors": [
    {
      "name": "Bogdan Norkin"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/2h5r925p5e473.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2609.18159",
  "fulltext_url": null,
  "id": "2h5r925p5e473",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2609.18159",
  "language": null,
  "licence": "CC-BY-NC-ND-4.0",
  "licence_label": "CC BY-NC-ND 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by-nc-nd/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.OC"
    ],
    [
      "openalex",
      "1703|Advanced Multi-Objective Optimization Algorithms"
    ]
  ],
  "openalex": "W7213500664",
  "pdf_url": "https://arxiv.org/pdf/2609.18159",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-16",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/2h5r925p5e473.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:22:04Z",
      "native_id": "2609.18159",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2609.18159"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.OC",
      "subfield": "optimisation-control"
    }
  ],
  "title": "Sample average approximation of multiobjective stochastic optimization problems with application in insurance",
  "title_text": "Sample average approximation of multiobjective stochastic optimization problems with application in insurance",
  "type": "preprint",
  "updated_at": "2026-10-30T12:22:04Z",
  "url": "https://research.draconitic.com/paper/2h5r925p5e473",
  "venue": "arXiv",
  "versions": []
}