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

DOI10.1016/J.EJOR.2008.06.012zbMath1157.90528OpenAlexW2072517761MaRDI QIDQ1011253

J. Martínez

Publication date: 8 April 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2008.06.012

zbMATH Keywords

stochastic programmingreference pointmultiple objective programminginteractive methodsprobability efficiency

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Related Items (6)

Risk-based factorial probabilistic inference for optimization of flood control systems with correlated uncertainties ⋮ Satisfactory solution concepts and their relations for stochastic multiobjective programming problems ⋮ A synchronous reference point-based interactive method for stochastic multiobjective programming ⋮ Solution approaches for the multiobjective stochastic programming ⋮ Bi-objective mean–variance method based on Chebyshev inequality bounds for multi-objective stochastic problems ⋮ Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case

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