A unified approach to setting and solving problems of multi-criteria optimization arising in different models of system analysis: multi-criteria models of mathematical programming and optimal control, models with a random set of alternatives and models with a structural set of options is being developed. Particular attention is paid to the analysis of the qualitative difference between multi-criteria models and traditional scalar optimization problems. The material of the book is presented both at the substantive and formal-mathematical levels. For mathematicians and specialist engineers in systems analysis, operations research, design automation, control theory and optimization techniques.