Article ID: | iaor1995237 |
Country: | Switzerland |
Volume: | 51 |
Issue: | 1 |
Start Page Number: | 45 |
End Page Number: | 59 |
Publication Date: | Sep 1994 |
Journal: | Annals of Operations Research |
Authors: | Nadeau Raymond, Kiss Laszlo N., Urli Bruno |
Keywords: | decision theory: multiple criteria, programming: linear |
Most of the multiple objective linear programming (MOLP) methods which have been proposed in the last fifteen years suppose deterministic contexts, but because many real problems imply uncertainty, some methods have been recently developed to deal with MOLP problems in stochastic contexts. In order to help the decision maker (DM) who is placed before such stochastic MOLP problems, the authors have built a Decision Support System called PROMISE. On the one hand, the present DSS enables the DM to identify many current stochastic contexts: risky situations and also situations of partial uncertainty. On the other hand, according to the nature of the uncertainty, the DSS enables the DM to choose the most appropriate interactive stochastic MOLP method among the available methods, if such a method exists, and to solve his problem via the chosen method.