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Relations among several efficiency concepts in stochastic multiple objective programming

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Caballero, Rafael and Cerdá Tena, Emilio and Muñoz, María del Mar and Rey, Lourdes (1998) Relations among several efficiency concepts in stochastic multiple objective programming. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 16, 1998, ]

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Official URL: http://eprints.ucm.es/28805/


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Abstract

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.

Resumen (otros idiomas)

En este artículo se estudia la resolución de problemas de programación estocástica multiobjetivo. La existencia de parámetros aleatorios en las funciones objetivo ha dado lugar a varios conceptos de solución eficiente para estos problemas que aparecen en diferentes trabajos. Nos centramos en el estudio de algunos de estos conceptos, concretamente, mínimo riesgo y probabilidad B. Tras la definición de estos conceptos, se estudian las relaciones entre los conjuntos de soluciones eficientes obtenidos.

Item Type:Working Paper or Technical Report
Uncontrolled Keywords:Multiple objective programming; Stochasic programming; Efficiency.
Subjects:Sciences > Mathematics > Stochastic processes
Sciences > Statistics > Mathematical optimization
Series Name:Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE)
Volume:1998
Number:16
ID Code:28805
Deposited On:03 Mar 2015 14:21
Last Modified:03 Mar 2015 14:21

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