Article ID: | iaor20063660 |
Country: | Netherlands |
Volume: | 168 |
Issue: | 3 |
Start Page Number: | 967 |
End Page Number: | 984 |
Publication Date: | Feb 2006 |
Journal: | European Journal of Operational Research |
Authors: | Abbas Moncef, Bellahcene Fatima |
Keywords: | programming: integer |
This paper grapples with the problem of incorporating integer variables in the constraints of a multiple objective stochastic linear program (MOSLP). After representing uncertain aspirations of the decision maker by converting the original problem into a deterministic multiple objective integer linear program (MOILP), a cutting plane technique may be used to compute all the efficient solutions of the last model leaving the decision maker to choose a solution according to his preferences. A numerical example is also included for illustration.