Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation

DOI10.1016/j.ejor.2014.06.039zbMath1339.90307OpenAlexW2045234626WikidataQ58902972 ScholiaQ58902972MaRDI QIDQ2629615

John Psarras, Olena Pechak, Eleftherios Siskos, George Mavrotas, Haris Ch. Doukas

Publication date: 6 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.06.039

zbMATH Keywords

robustness analysisMonte Carlo simulationmulti-objective programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (3)

Biobjective robust optimization over the efficient set for Pareto set reduction ⋮ A multiobjective genetic algorithm based on a discrete selection procedure ⋮ Multi-objective optimization using statistical models

Uses Software

• GAMS
• DIDASN++

Cites Work

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