PROMISE: A DSS for multiple objective stochastic linear programming problems
A decision support system is outlined which helps to solve linear vector maximum problems where the coefficients are random. Regarding randomness and information on probabilities, various cases are addressed: random coefficients only in the objective function with full information on their probability distributions, approximation of the joint probability distributation by ``Scenarios'' whose probabilities are known or not. The stochastic optimization problem is substituted by a set of deterministic ones, which are solved with standard interactive methods.
scientific article; zbMATH DE number 698962
scientific article