Relations among several efficiency concepts in stochastic multiple objective programming

  1. Caballero Fernández, Rafael
  2. Cerdá Tena, Emilio
  3. Fenoy Muñoz, M. Mar
  4. Rey Borrego, María Lourdes
Zeitschrift:
Documentos de Trabajo (ICAE)

ISSN: 2341-2356

Datum der Publikation: 1998

Nummer: 16

Seiten: 1-9

Art: Arbeitsdokument

Andere Publikationen in: Documentos de Trabajo (ICAE)

Zusammenfassung

In this paper, the resolutian of stochastic multiple objective prograrmming problems is studied. The existence of random parameters in the objective functions has yielded to the definition of several efficient solution concepts for such problems in the literature, We will focus our attention in the study of some of these concepts, namely, minimun risk and B probability. Once these concepts are defined, the relations among the sets of efficient solutions obtained are studied.