A novel approach for solving stochastic problems with multiple objective functions

In this paper we suggest an approach for solving a multiobjective stochastic linear programming problem with normal multivariate distributions. Our is combination between method and nonconvex technique. The first transformed into deterministic introducing the expected value criterion utility function that represents decision makers preferences. obtained reduced to mono-objective quadratic using weighting method. This last solved by DC (Difference of Convex) algorithm. A numerical example included illustration.