Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems

Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems

In this work, we deal with obtaining efficient solutions for stochastic multiobjective programming problems. In general, these solutions are obtained in two stages: in one of them, the stochastic problem is transformed into its equivalent deterministic problem, and in the other one, some of the existing generating techniques in multiobjective programming are applied to obtain efficient solution...

Stochastic Programming Approach to Multiobjective Optimization Problems with Random Element

On Stability in Multiobjective Integer Linear Programming: A Stochastic Approach

In this study we consider a multiobjective integer linear stochastic programming problem with individual chance constraints. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some stability notions for such problem are characterized. An auxiliary problem is discussed and an algorithm as well as an illustrat...

Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming

In this work different concepts of efficient solutioos to problems of Stochastic Multiple Objective Prograrnming are analyzed. We centre OUT interest on problems in which sorne of the objective functions depelld on random parameters. The existence of different concepts of efficiency for oue single stochastic problem, 8uch as expected value efficiency, minimum-risk efficiency, etc., raise the qu...

A goal programming approach for multiobjective linear bilevel programming problems

ABSTRACT: Feasible solutions of Bilevel programming (BLP) problem have to satisfy the optimality conditions of a lower level optimization problem which is defined as part of its constraints. Multiobjective BLP (MOBLP) problems are the special case of BLP problems with multiple objectives at the upper level which require every feasible solution to satisfy the Pareto optimality conditions of a lo...