Solution approaches for the multiobjective stochastic programming

Fouad Ben Abdelaziz

European Journal of Operational Research, 2012, vol. 216, issue 1, 1-16

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.

Keywords: Multiobjective stochastic programming; Stochastic goal programming; Efficient solutions (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (27)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0377221711002700
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:216:y:2012:i:1:p:1-16

DOI: 10.1016/j.ejor.2011.03.033

Access Statistics for this article

European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

More articles in European Journal of Operational Research from Elsevier
Bibliographic data for series maintained by Catherine Liu ().