E-Prints Complutense

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

Impacto

Descargas

Último año



Caballero Fernández, Rafael y Cerdá Tena, Emilio y Muñoz Martos, María del Mar y Rey, Lourdes (2002) Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 0217, 2002, ]

[img]
Vista previa
PDF
108kB

URL Oficial: http://eprints.ucm.es/7674/


URLTipo de URL
https://www.ucm.es/icaeInstitución


Resumen

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.


Tipo de documento:Documento de trabajo o Informe técnico
Palabras clave:Stochastic Multiobjective Programming, Efficiency, Stochastic Approach, Multiobjective Approach
Materias:Ciencias Sociales > Economía > Econometría
Título de serie o colección:Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE)
Volumen:2002
Número:0217
Código ID:7674
Depositado:10 Mar 2008
Última Modificación:06 Feb 2014 07:55

Descargas en el último año

Sólo personal del repositorio: página de control del artículo