A compromise solution for the multiobjective stochastic linear programming under partial uncertainty

DOI10.1016/j.ejor.2009.05.019zbMath1173.90487OpenAlexW2147544122WikidataQ59284913 ScholiaQ59284913MaRDI QIDQ1038376

Hatem Masri, Fouad Ben Abdelaziz

Publication date: 17 November 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.05.019

zbMATH Keywords

compromise programmingmultiobjective stochastic programmingchance constrained approachmodified L-shaped method

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Related Items

Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach, Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models, Duality in the fuzzy-parametric space for fuzzy-parametric nonlinear programming problem, A numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithm, Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach, Gamma distribution approach in chance-constrained stochastic programming model, A synchronous reference point-based interactive method for stochastic multiobjective programming, Solution approaches for the multiobjective stochastic programming, Enhanced two-step method via relaxed order of \(\boldsymbol{\alpha}\)-satisfactory degrees for fuzzy multiobjective optimization, Relations among efficient solutions in uncertain multiobjective programming, Optimization of a linear function over the set of stochastic efficient solutions, Equilibrium reinsurance-investment strategies with partial information and common shock dependence, Pareto solutions in multicriteria optimization under uncertainty, Cost-efficient equitable water distribution in Algeria: a bicriteria fair division problem with network constraints

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic programming with fuzzy linear partial information on probability distribution
• Multi-objective stochastic programming for portfolio selection
• Robust portfolio modeling with incomplete cost information and project interdependencies
• PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty.
• Stochastic linear programming. Models, theory, and computation
• Chance-Constrained Programming
• Stochastic Optimization Problems with Incomplete Information on Distribution Functions
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Linear Multiple Objective Problems with Interval Coefficients
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
• Upper and Lower Probabilities Induced by a Multivalued Mapping
• Linear programming with multiple objective functions: Step method (stem)
• Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse
• Application of goal programming in a multi-objective reservoir operation model in Tunisia