Efficient solution concepts and their relations in stochastic multiobjective programming

DOI10.1023/A:1017591412366zbMath1052.90051OpenAlexW202470279MaRDI QIDQ5947263

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Publication date: 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017591412366

zbMATH Keywords

efficiency in probabilityexpected-value efficiencyminimum-risk efficiencyminimum-variance efficiencystochastic multiobjective programming

Mathematics Subject Classification ID

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

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Cites Work

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• STRANGE: An interactive method for multi-objective linear programming under uncertainty
• Distributional efficiency in multiobjective stochastic linear programming
• Statistical estimation from an optimization viewpoint
• Pointwise Efficiency in Multiobjective Stochastic Linear Programming
• Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse

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