Biblioteca de la Universidad Complutense de Madrid

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

Impacto



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/




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
Referencias:

Ben Abdelaziz, F., 1992. L’efficacité en Programmation Multi-objectifs Stochastique. Ph. D. Thesis, Université de Laval, Québec.

Ben Abdelaziz, F., Lang, P., Nadeau, R., 1997. Distributional Unanimity Multiobjective Stochastic Linear Programming. In: Climaco, J. (Ed.: Multicriteria Analysis: Proceedings of the With Conference on MCDM, pp. 225-236. Springer-Verlag.

Ben Abdelaziz, F., Lang, P., Nadeau, R., 1999. Dominance and Efficiency in Multicriteria Decision under Uncertainty. Theory and Decision, 47, 191-211.

Caballero, C., Cerdá, E., Muñoz, M.M., Rey, L., 2000. Relations among Several Efficiency Concepts in Stochastic Multiple Objective Programming. Research and Practice in Multiple Criteria Decision Making, Edited by Y. Y. Haimes and R. Steuer, Lectures Notes in Economics and Mathematical Systems, Springer-Verlag, Berlin, Germany, Vol. 487, 57-68.

Caballero, R., Cerdá, E., Muñoz, M.M., Rey, L., Stancu Minasian, I. M., (2001), Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming. Journal of Optimization, Theory and Applications, Vol. 110, 1, 53-74.

Chankong, V., Haimes, Y.Y., 1983. Multiobjective Decision Making: Theory and Methodology. North-Holland, New York.

Goicoechea, A., Hansen, D. R., Duckstein, L., 1982. Multiobjective Decision Analysis with Engineering and Business Applications. John Wiley and Sons, New York.

Hogg, R. V., Craig, A. T., 1989. Introduction to Mathematical Statistics. MacMillan Publishing Co., New York.

Kall, P., Wallace, S.W., 1994. Stochastic Programming. John Wiley and sons, Chichester.

Liu, B., Iwamura, K., 1997. Modelling Stochastic Decision Systems Using Dependent-Chance Programming. European Journal of Operational Research, 101, 193-203.

Prékopa, A., 1995. Stochastic Programming. Kluwer Academic Publishers. Dordrecht.

Sawaragi, Y., Nakayama H., Tanino T., 1985. Theory of Multiobjective Optimization. Academic Press, New York.

Slowinski, R., Teghem, J. (Ed.), 1990. Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming Under Uncertainty. Kluwer Academic Publishers, Dordrecht.

Stancu-Minasian, I. M., 1984. Stochastic Programming with Multiple Objective Functions. D. Reidel Publishing Company, Dordrecht.

Stancu-Minasian, I., Tigan, S., 1984. The Vectorial Minimum Risk Problem. Proceedings of the Colloquium on Approximation and Optimization. Cluj-Napoca, 321-328.

White, D. J., 1982. Optimality and Efficiency. John Wiley and Sons, Chichester.

Depositado:10 Mar 2008
Última Modificación:06 Feb 2014 07:55

Sólo personal del repositorio: página de control del artículo