PROMISE: A DSS for multiple objective stochastic linear programming problems
type: Item
instance of: scholarly article
title: PROMISE: A DSS for multiple objective stochastic linear programming problems
zbMATH Open document ID: 0821.90072
DOI: 10.1007/BF02032080
author: Raymond Nadeau
author: Bruno Urli
author: Laszlo Nandor Kiss
published in: Annals of Operations Research
publication date: 1994-12-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 68T35
zbMATH DE Number: 698962
zbMATH Keywords: decision support
zbMATH Keywords: linear vector maximum problems
zbMATH Keywords: random coefficients
zbMATH Keywords: stochastic optimization
zbMATH Keywords: interactive methods
reviewed by: Karl Mosler
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 698962