Solution approaches for the multiobjective stochastic programming |
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Authors: | Fouad Ben Abdelaziz |
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Institution: | Engineering System Management Graduate Program, College of Engineering, American University of Sharjah, P.O. Box 26666, Sharjah, United Arab Emirates |
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Abstract: | We survey in this paper various solution approaches for multiobjective stochastic problems where random variables can be in both objectives and constraints parameters. Once a problem requires a stochastic formulation, a first step consists in transforming the problem into its deterministic formulation. We propose to classify and evaluate such transformations with regards to the many proposed concepts of efficiency. The paper addresses also some applications of the multiobjective stochastic programming models. |
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Keywords: | Multiobjective stochastic programming Stochastic goal programming Efficient solutions |
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