Efficient solution concepts and their relations in stochastic multiobjective programming
In this work different concepts of efficient solutioos to problems of Stochastic Multiple Objective Programming are analyzed. We centre our interest on problems in which some of the objective functions depend on random parameters. The existence of different concepts of efficiency for one single stoc...
| Autores: | , , , , |
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| Tipo de recurso: | informe técnico |
| Fecha de publicación: | 2000 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/64232 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/64232 |
| Access Level: | acceso abierto |
| Palabra clave: | Stochastic multiobjective programming Expected value efficiency Minimum variance efficiency Minimum-risk efficiency Efficiency in probability. Procesos estocásticos 1208.08 Procesos Estocásticos |
| Sumario: | In this work different concepts of efficient solutioos to problems of Stochastic Multiple Objective Programming are analyzed. We centre our interest on problems in which some of the objective functions depend on random parameters. The existence of different concepts of efficiency for one single stochastic problem, such as expected value efficiency, minimum-risk efficiency, etc., raise the question of their "quality". Starting from this idea we establish some relationships between the different concepts. Our study enables us to determine what type of efficient solutions are obtained by each of these concepts. |
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