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: | Abdelaziz Fouad Ben |
Keywords: | programming: probabilistic |
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.