Pointwise Efficiency in Multiobjective Stochastic Linear Programming |
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Authors: | F Ben Abdelaziz P Lang R Nadeau |
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Institution: | 1.Institut Supérieur de Gestion,Tunisia;2.Université Laval,Québec,Canada |
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Abstract: | In most of the approaches to the Multiobjective Stochastic Linear Programming problem that have been proposed in the literature, the notion of quality of a solution is not adequately defined. We reconsider this problem from a decision point of view, in contexts where either the decision maker's preference structure cannot be described by a utility function, or where this structure is expressed by an unknown non-decreasing utility function and the probability distribution of the random parameters is unknown. We define a fundamental set of ‘pointwise admissible’ solutions, as well as several subsets of particular interest. We discuss the relevance of these various pointwise efficient sets, their interrelations, and their practical identification. |
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