Stochastic programming: An interactive multicriteria approach

DOI10.1016/0377-2217(82)90129-1MaRDI QIDQ1163983zbMATH OpenOpenAlexFDO

Authors J. P. Leclercq

Publication date 1982

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

Full work available at URL https://doi.org/10.1016/0377-2217(82)90129-1

zbMATH Keywords

descent-like algorithmextension of the Kuhn-Tucker conditionsinteractive searchPareto-optimal (efficient) solutions

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Cites work

• Chance-constrained programming
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• scientific article; zbMATH DE number 3733657 (Why is no real title available?)
• scientific article; zbMATH DE number 3310599 (Why is no real title available?)
• scientific article; zbMATH DE number 3326230 (Why is no real title available?)
• Linear programming with multiple objective functions: Step method (stem)
• Stochastic programming

Cited in

(15)

• Fuzzy programming approach to multi-objective stochastic linear programming problems
• A methodology for solving multi-objective simulation-optimization problems
• An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems through an expectation model
• An interactive fuzzy satisficing method for multiobjective linear programming problems with random variable coefficients through a probability maximization model
• Stochastic dominance in multicriterion analysis under risk
• A probabilistic bi-level linear multi-objective programming problem to supply chain planning
• A single period inventory model with imperfect production and stochastic demand under chance and imprecise constraints
• Linear multi-level programming problems with random variables.
• Multi-choice multi-objective linear programming problem
• Solution approaches for the multiobjective stochastic programming
• Bi-objective mean-variance method based on Chebyshev inequality bounds for multi-objective stochastic problems
• Multi-objective stochastic linear programming problem when \(b_i\)'s follow Weibull distribution
• Chance constraint programming problems with parameters as exponential random variable
• Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
• Analysis and comparisons of some solution concepts for stochastic programming problems

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