Solution approaches for the multiobjective stochastic programming

Solution approaches for the multiobjective stochastic programming

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Article ID: iaor20119276
Volume: 216
Issue: 1
Start Page Number: 1
End Page Number: 16
Publication Date: Jan 2012
Journal: European Journal of Operational Research
Authors:
Keywords: programming: probabilistic
Abstract:

We survey in this paper various solution approaches for multiobjective stochastic problems where random variables can be in both objectives and constraints parameters. Once a problem requires a stochastic formulation, a first step consists in transforming the problem into its deterministic formulation. We propose to classify and evaluate such transformations with regards to the many proposed concepts of efficiency. The paper addresses also some applications of the multiobjective stochastic programming models.

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