A novel approach for solving stochastic problems with multiple objective functions

DOI10.1051/RO/2021112MaRDI QIDQ5158317zbMATH OpenOpenAlexFDO

Authors Ramzi Kasri, Fatima Bellahcene

Publication date 21 October 2021

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

Copyright license Creative Commons Attribution 4.0 International

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)

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