Concise Description of Probabilistic Multi-objective Optimization from Viewpoint of System Theory

This chapter concisely describes the scientific connotation and essence of multi—objective optimization from viewpoint of system theory, which is the simultaneous optimization of multiple objectives. From the perspectives of set theory and probability theory, the basic methods of “simultaneous optimization of multiple objectives” in a system are the mutual methods such as “intersection” and “joint probability”. Furthermore, the concept of “preferable probability” and its evaluation method are given briefly, and thus the fundamental methodology of probabilistic multi—objective optimization is regulated, which characterizes the simultaneity of multi—objective optimization and treats both beneficial type of utility indexes and unbeneficial type of utility indexes of performance indicators equivalently and conformably.