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 exis...
| Autores: | , , , |
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| Tipo de recurso: | informe técnico |
| Fecha de publicación: | 2002 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/64507 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/64507 |
| Access Level: | acceso abierto |
| Palabra clave: | Stochastic Multiobjective Programming Efficiency Stochastic Approach Multiobjective Approach Econometría (Economía) 5302 Econometría |
| Sumario: | 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 solutions, which involves transforming the multiobjective problem into a problem with only one objective function. Our aim is to determine whether the order in which these two transformations are carried out influences, in any way, the efficient solution obtained. Our results show that depending on the type of stochastic criterion followed and the statistical characteristics of the initial problem, the order can have an influence on the final set of efficient solutions obtained for a given problem. |
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