- Tytuł:
- Decision makers preferences modeling for multiple objective stochastic linear programming problems
- Autorzy:
- Bellahcene, Fatima
- Powiązania:
- https://bibliotekanauki.pl/articles/406663.pdf
- Data publikacji:
- 2019
- Wydawca:
- Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
- Tematy:
-
multiobjective programming
stochastic programming
nonlinear programming
satisfaction function - Opis:
- 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.
- Źródło:
-
Operations Research and Decisions; 2019, 29, 3; 5-16
2081-8858
2391-6060 - Pojawia się w:
- Operations Research and Decisions
- Dostawca treści:
- Biblioteka Nauki
Artykuł