An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems

DOI10.1007/s00500-010-0540-zzbMath1237.90223MaRDI QIDQ422416

Masatoshi Sakawa, Kosuke Kato

Publication date: 16 May 2012

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-010-0540-z

zbMATH Keywords

stochastic programming; variance minimization; multiobjective linear programming; expectation optimization; interactive fuzzy satisficing method

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

90C15: Stochastic programming

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming