A novel approach for solving stochastic problems with multiple objective functions

DOI10.1051/RO/2021112zbMATH Open1479.90146OpenAlexW3186428566MaRDI QIDQ5158317FDOQ5158317

Ramzi Kasri, Fatima Bellahcene

Publication date: 21 October 2021

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2021112

zbMATH Keywords

DCAstochastic programmingmultiobjective programmingutility functionDC programmingexpected value criterion

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Cited In (10)

• Stochastic approximation method for solving the stochastic multiobjective programming problem
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• Title not available (Why is that?)
• IDENTIFICATION OF REDUNDANT OBJECTIVE FUNCTIONS IN MULTI-OBJECTIVE STOCHASTIC FRACTIONAL PROGRAMMING PROBLEMS
• Title not available (Why is that?)
• A sampling-based method for generating nondominated solutions in stochastic MOMP problems
• Solution approaches for the multiobjective stochastic programming
• A multiobjective stochastic simulation optimization algorithm
• Title not available (Why is that?)
• A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model

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