Multiobjective Stochastic Linear Programming: An Overview

• 作者: A. Segun Adeyefa Monga K. Luhandjula
• 来源期刊: 美国运筹学期刊(英文)
• 学科: 数学
• 关键词: Linear PROGRAMMING MULTIOBJECTIVE PROGRAMMING STOCHASTIC PROGRAMMING EXPECTED Value Optimality/Efficiency Minimum Risk Solution/Efficiency Variance Optimality/Efficiency Optimality/Efficiency with Given Probabilities.
• 年，卷（期）: 2011,（4）
• 页码范围: 203-213
• 页数: 11页
• 分类号: O1

摘要

Many Optimization problems in engineering and economic involve the challenging task of pondering both conflicting goals and random data. In this paper, we give an up-to-date overview of how important ideas from optimization, probability theory and multicriteria decision analysis are interwoven to address situations where the presence of several objective functions and the stochastic nature of data are under one roof in a linear optimization context. In this way users of these models are not bound to caricature their problems by arbitrarily squeezing different objective functions into one and by blindly accepting fixed values in lieu of imprecise ones.