Multiobjective Stochastic Linear Programming: An Overview
Open Access
- 1 January 2011
- journal article
- Published by Scientific Research Publishing, Inc. in American Journal of Operations Research
- Vol. 01 (04), 203-213
- https://doi.org/10.4236/ajor.2011.14023
Abstract
Many Optimization problems in engineering and economic involve the challenging task of pondering both conflicting goals and random data. In this paper, we give an up-to-date overview of how important ideas from optimization, probability theory and multicriteria decision analysis are interwoven to address situations where the presence of several objective functions and the stochastic nature of data are under one roof in a linear optimization context. In this way users of these models are not bound to caricature their problems by arbitrarily squeezing different objective functions into one and by blindly accepting fixed values in lieu of imprecise onesKeywords
This publication has 1 reference indexed in Scilit:
- Optimisation under hybrid uncertaintyFuzzy Sets and Systems, 2004