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Many mobile vehicular applications like hybrid-electrical cars and autonomous rail vehicles require an onboard energy storage for operation. High demands concerning power and energy density, small volume and weight at the same time cannot be satisfied solely by batteries or double layer capacitors. A suitable approach is to combine storage technologies with complementary characteristics as a hybrid energy storage system. Thus, long term storage like batteries featuring high energy density can be combined with short term storage like double layer capacitors offering high power density and high cycliability. To control the power flows of the system, we propose the use of self-optimization methods involving multi-objective and discrete optimization to design an operating strategy which is able to adapt the system behavior to different conditions not only by adapting its parameters but also its objectives, offering an optimal operation in different situations.