Relations among several efficiency concepts in stochastic multiple objective programming
In this paper, the resolutian of stochastic multiple objective prograrmming problems is studied. The existence of random parameters in the objective functions has yielded to the definition of several efficient solution concepts for such problems in the literature, We will focus our attention in the...
| Autores: | , , , |
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| Tipo de recurso: | informe técnico |
| Fecha de publicación: | 1998 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/64217 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/64217 |
| Access Level: | acceso abierto |
| Palabra clave: | Multiple objective programming Stochasic programming Efficiency. Procesos estocásticos Optimización matemática 1208.08 Procesos Estocásticos |
| Sumario: | In this paper, the resolutian of stochastic multiple objective prograrmming problems is studied. The existence of random parameters in the objective functions has yielded to the definition of several efficient solution concepts for such problems in the literature, We will focus our attention in the study of some of these concepts, namely, minimun risk and B probability. Once these concepts are defined, the relations among the sets of efficient solutions obtained are studied. |
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