Cutting plane method for multiple objective stochastic integer linear programming

This paper grapples with the problem of incorporating integer variables in the constraints of a multiple objective stochastic linear program (MOSLP). After representing uncertain aspirations of the decision maker by converting the original problem into a deterministic multiple objective integer line...

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Bibliographic Details

Published in:	European journal of operational research Vol. 168; no. 3; pp. 967 - 984
Main Authors:	Abbas, Moncef, Bellahcene, Fatima
Format:	Journal Article
Language:	English
Published:	Amsterdam Elsevier B.V 01.02.2006 Elsevier Elsevier Sequoia S.A
Series:	European Journal of Operational Research
Subjects:	L-shaped decomposition method Linear programming Multiple objective integer programming Operations research Stochastic models Stochastic programming by recourse Studies L-shaped decomposition method Multiple objective integer programming Stochastic programming by recourse
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
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