A risk-aversion approach for the Multiobjective Stochastic Programming problem

DOI10.3390/MATH8112026MaRDI QIDQ6347849zbMATH OpenFDO

Authors Javier León, Justo Puerto, B. Vitoriano

Publication date 27 August 2020

Full work available at URL https://doi.org/10.3390/MATH8112026

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Multi-objective and goal programming (90C29) Applications of mathematical programming (90C90)

Abstract: Multiobjective stochastic programming is a field well located to tackle problems arising in emergencies, given that uncertainty and multiple objectives are usually present in such problems. A new concept of solution is proposed in this work, especially designed for risk-aversion solutions. A linear programming model is presented to obtain such solution.

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