A compromise solution method for the multiobjective minimum risk problem
Author
Abstract
Suggested Citation
DOI: 10.1007/s12351-019-00493-1
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Abbas, Moncef & Bellahcene, Fatima, 2006. "Cutting plane method for multiple objective stochastic integer linear programming," European Journal of Operational Research, Elsevier, vol. 168(3), pages 967-984, February.
- R. Caballero & E. Cerda & M. Muñoz & L. Rey, 2002.
"Analysis and comparisons of some solution concepts for stochastic programming problems,"
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 101-123, June.
- Rafael Caballero & Emilio Cerdá & María del Mar Muñoz & Lourdes Rey, 2002. "Analysis and Comparisons of some Solution Concepts for Stochastic Programming Problems," Documentos de Trabajo del ICAE 0218, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- F. Ben Abdelaziz & P. Lang & R. Nadeau, 1999. "Dominance and Efficiency in Multicriteria Decision under Uncertainty," Theory and Decision, Springer, vol. 47(3), pages 191-211, December.
- Abdelaziz, Fouad Ben, 2012. "Solution approaches for the multiobjective stochastic programming," European Journal of Operational Research, Elsevier, vol. 216(1), pages 1-16.
- Bravo, Mila & Gonzalez, Ignacio, 2009. "Applying stochastic goal programming: A case study on water use planning," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1123-1129, August.
- R. Caballero & E. Cerdá & M. M. Muñoz & L. Rey & I. M. Stancu-Minasian, 2001. "Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming," Journal of Optimization Theory and Applications, Springer, vol. 110(1), pages 53-74, July.
- Teghem, J. Jr. & Kunsch, P. L., 1985. "Application of multi-objective stochastic linear programming to power systems planning," Engineering Costs and Production Economics, Elsevier, vol. 9(1-3), pages 83-89, April.
- Salima Amrouche & Mustapha Moulaï, 2012. "Multi-objective stochastic integer linear programming with fixed recourse," International Journal of Multicriteria Decision Making, Inderscience Enterprises Ltd, vol. 2(4), pages 355-378.
- Urli, Bruno & Nadeau, Raymond, 2004. "PROMISE/scenarios: An interactive method for multiobjective stochastic linear programming under partial uncertainty," European Journal of Operational Research, Elsevier, vol. 155(2), pages 361-372, June.
- Teghem, J. & Dufrane, D. & Thauvoye, M. & Kunsch, P., 1986. "Strange: An interactive method for multi-objective linear programming under uncertainty," European Journal of Operational Research, Elsevier, vol. 26(1), pages 65-82, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fatima Bellahcene, 2019. "Decision maker's preferences modeling for multiple objective stochastic linear programming problems," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 29(3), pages 5-16.
- Muñoz, Maria M. & Ruiz, Francisco, 2009. "ISTMO: An interval reference point-based method for stochastic multiobjective programming problems," European Journal of Operational Research, Elsevier, vol. 197(1), pages 25-35, August.
- Abdelaziz, Fouad Ben, 2012. "Solution approaches for the multiobjective stochastic programming," European Journal of Operational Research, Elsevier, vol. 216(1), pages 1-16.
- Selçuklu, Saltuk Buğra & Coit, David W. & Felder, Frank A., 2020. "Pareto uncertainty index for evaluating and comparing solutions for stochastic multiple objective problems," European Journal of Operational Research, Elsevier, vol. 284(2), pages 644-659.
- Nowak, Maciej, 2007. "Aspiration level approach in stochastic MCDM problems," European Journal of Operational Research, Elsevier, vol. 177(3), pages 1626-1640, March.
- Fouad Ben Abdelaziz & Cinzia Colapinto & Davide La Torre & Danilo Liuzzi, 2020. "A stochastic dynamic multiobjective model for sustainable decision making," Annals of Operations Research, Springer, vol. 293(2), pages 539-556, October.
- Hadi Karimi & Sandra D. Ekşioğlu & Michael Carbajales-Dale, 2021. "A biobjective chance constrained optimization model to evaluate the economic and environmental impacts of biopower supply chains," Annals of Operations Research, Springer, vol. 296(1), pages 95-130, January.
- Wang, S. & Huang, G.H., 2015. "A multi-level Taguchi-factorial two-stage stochastic programming approach for characterization of parameter uncertainties and their interactions: An application to water resources management," European Journal of Operational Research, Elsevier, vol. 240(2), pages 572-581.
- Walter J. Gutjahr & Alois Pichler, 2016. "Stochastic multi-objective optimization: a survey on non-scalarizing methods," Annals of Operations Research, Springer, vol. 236(2), pages 475-499, January.
- Charles, V. & Udhayakumar, A. & Rhymend Uthariaraj, V., 2010. "An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems," European Journal of Operational Research, Elsevier, vol. 201(2), pages 390-398, March.
- Engau, Alexander & Sigler, Devon, 2020. "Pareto solutions in multicriteria optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 281(2), pages 357-368.
- Caballero, Rafael & Cerda, Emilio & del Mar Munoz, Maria & Rey, Lourdes, 2004.
"Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems,"
European Journal of Operational Research, Elsevier, vol. 158(3), pages 633-648, November.
- Rafael Caballero & Emilio Cerdá & Mª del Mar Muñoz & Lourdes Rey, 2002. "Stochastic Approach versus Multiobjective Approach for Obtaining Efficient Solutions in Stochastic Multiobjective Programming Problems," Documentos de Trabajo del ICAE 0217, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Javier León & Justo Puerto & Begoña Vitoriano, 2020. "A Risk-Aversion Approach for the Multiobjective Stochastic Programming Problem," Mathematics, MDPI, vol. 8(11), pages 1-26, November.
- Belaid AOUNI & Cinzia COLAPINTO & Davide LA TORRE, 2008. "Solving stochastic multi-objective programming through the GP model," Departmental Working Papers 2008-18, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Irfan Ali & Umar Muhammad Modibbo & Jahangir Chauhan & Maryam Meraj, 2021. "An integrated multi-objective optimization modelling for sustainable development goals of India," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(3), pages 3811-3831, March.
- Zarghami, Mahdi & Szidarovszky, Ferenc, 2009. "Revising the OWA operator for multi criteria decision making problems under uncertainty," European Journal of Operational Research, Elsevier, vol. 198(1), pages 259-265, October.
- Chakrabortty, Susovan & Pal, Madhumangal & Nayak, Prasun Kumar, 2013. "Intuitionistic fuzzy optimization technique for Pareto optimal solution of manufacturing inventory models with shortages," European Journal of Operational Research, Elsevier, vol. 228(2), pages 381-387.
- Raja Jayaraman & Cinzia Colapinto & Danilo Liuzzi & Davide Torre, 2017. "Planning sustainable development through a scenario-based stochastic goal programming model," Operational Research, Springer, vol. 17(3), pages 789-805, October.
- Chaabane Djamal & Mebrek Fatma, 2014. "Optimization of a linear function over the set of stochastic efficient solutions," Computational Management Science, Springer, vol. 11(1), pages 157-178, January.
- Walter Gutjahr & Alois Pichler, 2016. "Stochastic multi-objective optimization: a survey on non-scalarizing methods," Annals of Operations Research, Springer, vol. 236(2), pages 475-499, January.
More about this item
Keywords
Multiobjective programming; Stochastic programming; Nonlinear programming; Minimum-risk criterion;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:operea:v:21:y:2021:i:3:d:10.1007_s12351-019-00493-1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.