Search Results - "stochastic multiobjective programming"

Reservoir Capacity Planning Using Stochastic Multiobjective Programming Integrated with MCMC Technique

Authors: Ho-Wen Chen Kieu Lan Phuong Nguyen

Source: International Series in Operations Research & Management Science ISBN: 9783030580223

Subject Terms: 13. Climate action, 11. Sustainability, 14. Life underwater, 6. Clean water, 12. Responsible consumption

Access URL: https://link.springer.com/chapter/10.1007/978-3-030-58023-0_13

Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming: Efficient solution concepts and their relations in stochastic multiobjective programming

Authors: Caballero Roldán, Rafael Cerdá Tena, Emilio Jaime Muñoz Martos, María del Mar et al.

Contributors: Caballero Roldán, Rafael Cerdá Tena, Emilio Jaime Muñoz Martos, María del Mar et al.

Source: Docta Complutense
instname
E-Prints Complutense. Archivo Institucional de la UCM
E-Prints Complutense: Archivo Institucional de la UCM
Universidad Complutense de Madrid

Subject Terms: Minimum variance efficiency, minimum-risk efficiency, minimum-variance efficiency, 0211 other engineering and technologies, Stochastic programming, Stochastic multiobjective programming, 02 engineering and technology, Minimum-risk efficiency, Efficiency in probability, 16. Peace & justice, stochastic multiobjective programming, efficiency in probability, Procesos estocásticos, 1208.08 Procesos Estocásticos, 0202 electrical engineering, electronic engineering, information engineering, Expected value efficiency, expected-value efficiency, Multi-objective and goal programming

File Description: application/pdf; application/xml

Access URL: http://eprints.ucm.es/29227/1/0003.pdf
https://hdl.handle.net/20.500.14352/64232
https://eprints.ucm.es/id/eprint/29227/1/0003.pdf
https://zbmath.org/1660702
https://doi.org/10.1023/a:1017591412366
http://www.biblioteca.uma.es/bbldoc/tesisuma/1666629x.pdf
http://atarazanas.sci.uma.es/docs/tesisuma/1666629x.pdf
https://link.springer.com/article/10.1023%2FA%3A1017591412366
https://ideas.repec.org/a/spr/joptap/v110y2001i1d10.1023_a1017591412366.html
https://eprints.ucm.es/29227/

Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems

Authors: Rafael Caballero Emilio Cerdá Mª del Mar Muñoz et al.

Contributors: Rafael Caballero Emilio Cerdá Mª del Mar Muñoz et al.

Source: E-Prints Complutense: Archivo Institucional de la UCM
Universidad Complutense de Madrid
Docta Complutense
instname
E-Prints Complutense. Archivo Institucional de la UCM

Subject Terms: Stochastic approach, Multiobjective Approach, Management decision making, including multiple objectives, Stochastic Approach, 0211 other engineering and technologies, Stochastic programming, Stochastic multiobjective programming, Stochastic Multiobjective Programming, Efficiency, 02 engineering and technology, 5302 Econometría, Econometría (Economía), 0202 electrical engineering, electronic engineering, information engineering, Multiobjective approach, Econometría, Multi-objective and goal programming, Stochastic Multiobjective Programming, Efficiency, Stochastic Approach, Multiobjective Approach

File Description: application/pdf; application/xml

Access URL: http://eprints.ucm.es/7674/1/0217.pdf
https://eprints.ucm.es/id/eprint/7674/1/0217.pdf
https://hdl.handle.net/20.500.14352/64507
https://zbmath.org/2085612
https://doi.org/10.1016/s0377-2217(03)00371-0

The Application of Stochastic Order to Stochastic Multiobjective Programming Problems

Authors: Zu Tong Wang Qi Hang He Dong Qing Su et al.

Source: Applied Mechanics and Materials. :524-527

Subject Terms: 11. Sustainability, 0211 other engineering and technologies, 02 engineering and technology, 6. Clean water

Access URL: https://www.scientific.net/AMM.505-506.524
https://zh.scientific.net/AMM.505-506.524.pdf

Satisfactory solution concepts and their relations for Stochastic Multiobjective Programming problems

Authors: Fouad Ben Abdelaziz María del Mar Muñoz

Source: European Journal of Operational Research. 220:430-442

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Access URL: https://ideas.repec.org/a/eee/ejores/v220y2012i2p430-442.html
https://www.sciencedirect.com/science/article/pii/S0377221712000902
https://EconPapers.repec.org/RePEc:eee:ejores:v:220:y:2012:i:2:p:430-442
https://dblp.uni-trier.de/db/journals/eor/eor220.html#MunozA12

On stability of stochastic multiobjective programming problems with random coefficients in the objective functions

Authors: Abou-Said H. El-Banna Ebrahim A. Youness

Source: Le Matematiche, Vol 49, Iss 1, Pp 3-9 (1994)

Subject Terms: 0103 physical sciences, QA1-939, 0202 electrical engineering, electronic engineering, information engineering, Stochastic programming, stability set, 02 engineering and technology, 01 natural sciences, Mathematics, Multi-objective and goal programming, stochastic multiobjective programming

File Description: application/xml

Access URL: https://zbmath.org/854990
https://doaj.org/article/df89c4b1568c4e69a514216f583803ef
https://www.sciencedirect.com/science/article/pii/002627149390007L

A synchronous reference point-based interactive method for stochastic multiobjective programming

Authors: José Manuel Cabello Mariano Luque Francisco Ruiz

Source: OR Spectrum. 34:763-784

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Access URL: https://link.springer.com/content/pdf/10.1007%2Fs00291-011-0236-5.pdf
https://link.springer.com/article/10.1007%2Fs00291-011-0236-5
https://dblp.uni-trier.de/db/journals/ors/ors34.html#Luque0C12

INTEREST: a reference-point-based interactive procedure for stochastic multiobjective programming problems

Authors: María del Mar Muñoz Mariano Luque Francisco Ruiz

Source: OR Spectrum. 32:195-210

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Access URL: https://link.springer.com/content/pdf/10.1007%2Fs00291-008-0153-4.pdf
https://dblp.uni-trier.de/db/journals/ors/ors32.html#MunozL010
https://link.springer.com/article/10.1007/s00291-008-0153-4

A fuzzy-robust stochastic multiobjective programming approach for petroleum waste management planning

Authors: Q. G. Lin Christine W. Chan Xiaodong Zhang et al.

Source: Applied Mathematical Modelling. 34:2778-2788

Subject Terms: fuzzy, Applied Mathematics, Stochastic programming, multiobjective programming, 02 engineering and technology, 01 natural sciences, 12. Responsible consumption, robust, Applications of mathematical programming, Modelling and Simulation, 11. Sustainability, 0202 electrical engineering, electronic engineering, information engineering, stochastic, Fuzzy and other nonstochastic uncertainty mathematical programming, Multi-objective and goal programming, petroleum waste management, 0105 earth and related environmental sciences

File Description: application/xml

Access URL: https://core.ac.uk/display/155515378
https://www.sciencedirect.com/science/article/pii/S0307904X09004193
https://www.sciencedirect.com/science/article/abs/pii/S0307904X09004193

ISTMO: An interval reference point-based method for stochastic multiobjective programming problems

Authors: María del Mar Muñoz Francisco Ruiz

Source: European Journal of Operational Research. 197:25-35

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Access URL: https://dblp.uni-trier.de/db/journals/eor/eor197.html#MunozR09
https://www.sciencedirect.com/science/article/pii/S0377221708004736
http://www.sciencedirect.com/science/article/pii/S0377221708004736
https://ideas.repec.org/a/eee/ejores/v197y2009i1p25-35.html
https://econpapers.repec.org/RePEc:eee:ejores:v:197:y:2009:i:1:p:25-35
https://jglobal.jst.go.jp/en/detail?JGLOBAL_ID=200902210939664390

A Hybrid Algorithm for Stochastic Multiobjective Programming Problem

Authors: Jiansheng Guo Zutong Wang Mingfa Zheng et al.

Source: Lecture Notes in Computer Science ISBN: 9783319159331

Access URL: https://link.springer.com/content/pdf/10.1007%2F978-3-319-15934-8_15.pdf
https://dblp.uni-trier.de/db/conf/emo/emo2015-1.html#WangGZH15
https://rd.springer.com/chapter/10.1007/978-3-319-15934-8_15
https://link.springer.com/chapter/10.1007/978-3-319-15934-8_15

On some basic notions of stochastic multiobjective programming problems with random parameters in the constraints

Authors: Ebrahim A. Youness Abou-Zaid H. El-Banna

Source: Microelectronics Reliability. 33:1981-1986

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Access URL: https://www.sciencedirect.com/science/article/pii/002627149390353Z#!
https://www.sciencedirect.com/science/article/pii/002627149390353Z

Stochastic approximation method for solving the stochastic multiobjective programming problem

Authors: Norio Baba Akira Morimoto

Source: International Journal of Systems Science. 24:789-796

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Access URL: https://www.tandfonline.com/doi/abs/10.1080/00207729308949522

Reference point approaches in Stochastic Multiobjective Programming

Authors: Luque-Gallego, Mariano

Source: RIUMA. Repositorio Institucional de la Universidad de Málaga
Universidad de Málaga
instname

Subject Terms: Multiobjective programming, Stochastic programming, Programación estocástica, Reference point, Interactive methods

Access URL: http://hdl.handle.net/10630/7783
https://hdl.handle.net/10630/7783

Fuzzy Stochastic Multiobjective Programming

Authors: Masatoshi Sakawa Ichiro Nishizaki Hideki Katagiri

Source: International Series in Operations Research & Management Science ISBN: 9781441984012

On stability of stochastic multiobjective programming problems with random coefficients in the objective functions

Authors: Abou-Said H. El-Banna Ebrahim A. Youness

Source: Le Matematiche, Vol 49, Iss 1, Pp 3-9 (1994)

Subject Terms: Mathematics, QA1-939

File Description: electronic resource

Relation: http://www.dmi.unict.it/ojs/index.php/lematematiche/article/view/509; https://doaj.org/toc/0373-3505; https://doaj.org/toc/2037-5298

Access URL: https://doaj.org/article/df89c4b1568c4e69a514216f583803ef

Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems

Authors: Caballero Fernández, Rafael Cerdá Tena, Emilio Muñoz Martos, María del Mar et al.

Index Terms: technical report

URL: https://hdl.handle.net/20.500.14352/64507
Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE)
Ben Abdelaziz, F., 1992. L’efficacité en Programmation Multi-objectifs Stochastique. Ph. D. Thesis, Université de Laval, Québec. Ben Abdelaziz, F., Lang, P., Nadeau, R., 1997. Distributional Unanimity Multiobjective Stochastic Linear Programming. In: Climaco, J. (Ed.: Multicriteria Analysis: Proceedings of the With Conference on MCDM, pp. 225-236. Springer-Verlag. Ben Abdelaziz, F., Lang, P., Nadeau, R., 1999. Dominance and Efficiency in Multicriteria Decision under Uncertainty. Theory and Decision, 47, 191-211. Caballero, C., Cerdá, E., Muñoz, M.M., Rey, L., 2000. Relations among Several Efficiency Concepts in Stochastic Multiple Objective Programming. Research and Practice in Multiple Criteria Decision Making, Edited by Y. Y. Haimes and R. Steuer, Lectures Notes in Economics and Mathematical Systems, Springer-Verlag, Berlin, Germany, Vol. 487, 57-68. Caballero, R., Cerdá, E., Muñoz, M.M., Rey, L., Stancu Minasian, I. M., (2001), Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming. Journal of Optimization, Theory and Applications, Vol. 110, 1, 53-74. Chankong, V., Haimes, Y.Y., 1983. Multiobjective Decision Making: Theory and Methodology. North-Holland, New York. Goicoechea, A., Hansen, D. R., Duckstein, L., 1982. Multiobjective Decision Analysis with Engineering and Business Applications. John Wiley and Sons, New York. Hogg, R. V., Craig, A. T., 1989. Introduction to Mathematical Statistics. MacMillan Publishing Co., New York. Kall, P., Wallace, S.W., 1994. Stochastic Programming. John Wiley and sons, Chichester. Liu, B., Iwamura, K., 1997. Modelling Stochastic Decision Systems Using Dependent-Chance Programming. European Journal of Operational Research, 101, 193-203. Prékopa, A., 1995. Stochastic Programming. Kluwer Academic Publishers. Dordrecht. Sawaragi, Y., Nakayama H., Tanino T., 1985. Theory of Multiobjective Optimization. Academic Press, New York. Slowinski, R., Teghem, J. (Ed.), 1990. Stochastic Versus Fuzzy Approaches

Three Approaches for Solving the Stochastic Multiobjective Programming Problem

Authors: Akira Morimoto Norio Baba

Source: Lecture Notes in Economics and Mathematical Systems ISBN: 9783540552253

Access URL: https://link.springer.com/content/pdf/10.1007%2F978-3-642-88267-8_5.pdf
https://rd.springer.com/chapter/10.1007/978-3-642-88267-8_5
https://link.springer.com/chapter/10.1007/978-3-642-88267-8_5

Efficient solution concepts and their relations in stochastic multiobjective programming

Authors: Caballero, R. Cerdá Tena, Emilio Muñoz, M.M. et al.

Index Terms: technical report

URL: https://hdl.handle.net/20.500.14352/64232
Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE)
1. GOICOECHEA, A., HANSEN, D. R and DUCKSTEIN, L., Multiobjective Decision Analysis with Engineering and Business Applications, John Wiley and Sons, New York, New York, 1982. 2. STANCU-MINASIAN, I. M., Stochastic Programming with Multiple Objective Functions, D. Reidel Publishing Company, Dordrecht" Netherlands, 1984. 3. SLOWINSKI, R. and TEGHEM, J. (Eds.), Stochastic versus Fuzzy Approaches to Multiobjective Mathematical Programming Under Uncertainty, Kluwer Academic Publishers, Dordrecht, Netherlands, 1990. 4. TEGHEM, J., DUFRANE, D., lHAUVOYE, M. and KUNSCH, P., SFRANGK An Interactive Method for Multi-Objective Linear Programming Under Uncertainty, European J. Oper. Res, Vol. 26, No. 1, pp. 65-82, 1986. 5. STANCU-MINASIAN, I. and TIGAN, S., The Vectorial Minimum Risk Problem., In: Approximation and Optimization, Prac. Colloq., pp. 321-328, Cluj-Napoca, Romania, 1985. 6. STANCU-MINASIAN, I. M., Stochastic Programming with Multiple Fractile Critena, Rev. Roumaine Math. Puros Appl., 37, 10, pp. 939-941, 1992. 7. URLI, B. and NADEAU, R., Stochastic MOLP with Incomplete Information: An Interactive Approach with Recourse, Journal of the Operational Research Society, Vol. 41, No. 12, pp. 1143-1152,1990. 8. BEN ABDELAZIZ, F., LANG P. and NADEAU, R, Pointwise Efftciency in Multiobjective Stochastic Linear Programming, Journal of the Operational Research Society, Vol. 45, No. 11, pp. 1324-1334, 1994. 9. BEN ABDELAZIZ, F., LANG P. and NADEAU, R. Distributional Efficiency in Multiobjective Linear Programming", European J. Opero Res., Vol. 85, pp. 399-415,1995. 10. CABALLERO, R, CERDÁ, E., MUÑoz, M. M. and REY, L., Relations among Several Efficiency Concepts in Stochastic Multiple Objective Programming, Proceedings of the XIV-th International Conference on Multiple Criteria Decision Making, Edited by Y. Y. Haimes and R Steuer, Springer Verlag, Berlin, Gennany, 1999, to appear. 11. MARKOWITZ, H., Portfolio Selection, Journal of Finance, Vol. 7, pp. 77-91, 1952. 12. WHITE, D.J.

Efficient solution concepts and their relations in stochastic multiobjective programming

Authors: Caballero Roldán, Rafael Cerdá Tena, Emilio Jaime Muñoz Martos, María del Mar et al.

Subject Terms: Stochastic multiobjective programming, Expected value efficiency, Minimum variance efficiency, Minimum-risk efficiency, Efficiency in probability, Procesos estocásticos, 1208.08 Procesos Estocásticos

File Description: application/pdf

Relation: Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); https://hdl.handle.net/20.500.14352/64232

Availability: https://hdl.handle.net/20.500.14352/64232