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

In this work, we deal with obtaining efficient solutions for stochastic multiobjective programming problems. In general, these solutions are obtained in two stages: in one of them, the stochastic problem is transformed into its equivalent deterministic problem, and in the other one, some of the exis...

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Bibliographic Details
Published in:European journal of operational research Vol. 158; no. 3; pp. 633 - 648
Main Authors: Caballero, Rafael, Cerdá, Emilio, del Mar Muñoz, Marı́a, Rey, Lourdes
Format: Journal Article
Language:English
Published: Amsterdam Elsevier B.V 01.11.2004
Elsevier
Elsevier Sequoia S.A
Series:European Journal of Operational Research
Subjects:
Efficiency
Methods
Multiobjective approach
Operations research
Stochastic approach
Stochastic models
Stochastic multiobjective programming
Studies
Stochastic approach
Stochastic multiobjective programming
Efficiency
Multiobjective approach
ISSN:0377-2217, 1872-6860
Online Access:Get full text
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Summary:In this work, we deal with obtaining efficient solutions for stochastic multiobjective programming problems. In general, these solutions are obtained in two stages: in one of them, the stochastic problem is transformed into its equivalent deterministic problem, and in the other one, some of the existing generating techniques in multiobjective programming are applied to obtain efficient solutions, which involves transforming the multiobjective problem into a problem with only one objective function. Our aim is to determine whether the order in which these two transformations are carried out influences, in any way, the efficient solution obtained. Our results show that depending on the type of stochastic criterion followed and the statistical characteristics of the initial problem, the order can have an influence on the final set of efficient solutions obtained for a given problem.
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ISSN:0377-2217
1872-6860
DOI:10.1016/S0377-2217(03)00371-0