Decision maker's preferences modeling for multiple objective stochastic linear programming problems

• Authors: BELLAHCENE Fatima
• Languages of publication: EN

Abstracts

EN

A method has been suggested which solves a multiobjective stochastic linear programming problem with normal multivariate distributions in accordance with the minimum-risk criterion. The approach to the problem uses the concept of satisfaction functions for the explicit integration of the preferences of the decision-maker for different achievement level of each objective. Thereafter, a nonlinear deterministic equivalent problem is formulated and solved by the bisection method. Numerical examples with two and three objectives are given for illustration. The solutions obtained by this method are compared with the solutions given by other approaches.

Keywords

EN

multiobjective programming; stochastic programming; nonlinear programming; satisfaction; function

• Publisher: Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
• Journal: Operations Research and Decisions
• Year: 2019
• Volume: 29
• Issue: 3
• Pages: 5-16

Contributors

author

BELLAHCENE Fatima

• LAROMAD Laboratory, Faculty of Sciences, Mouloud Mammeri University, BP 17 RP, 15000 Tizi-Ouzou, Algeria

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Identifiers

DOI

10.5277/ord190301