Relations among several efficiency concepts in stochastic multiple objective programming
| dc.contributor.author | Caballero, Rafael | |
| dc.contributor.author | Cerdá Tena, Emilio Jaime | |
| dc.contributor.author | Muñoz Martos, María del Mar | |
| dc.contributor.author | Rey, Lourdes | |
| dc.date.accessioned | 2023-06-21T01:38:09Z | |
| dc.date.available | 2023-06-21T01:38:09Z | |
| dc.date.issued | 1998 | |
| dc.description.abstract | 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. | |
| dc.description.abstract | En este artículo se estudia la resolución de problemas de programación estocástica multiobjetivo. La existencia de parámetros aleatorios en las funciones objetivo ha dado lugar a varios conceptos de solución eficiente para estos problemas que aparecen en diferentes trabajos. Nos centramos en el estudio de algunos de estos conceptos, concretamente, mínimo riesgo y probabilidad B. Tras la definición de estos conceptos, se estudian las relaciones entre los conjuntos de soluciones eficientes obtenidos. | |
| dc.description.faculty | Fac. de Ciencias Económicas y Empresariales | |
| dc.description.faculty | Instituto Complutense de Análisis Económico (ICAE) | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/28805 | |
| dc.identifier.relatedurl | http://www.ucm.es/icae | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/64217 | |
| dc.issue.number | 16 | |
| dc.language.iso | eng | |
| dc.page.total | 9 | |
| dc.publication.place | Madrid | |
| dc.publisher | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | |
| dc.relation.ispartofseries | Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE) | |
| dc.rights | Atribución-NoComercial-CompartirIgual 3.0 España | |
| dc.rights.accessRights | open access | |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/3.0/es/ | |
| dc.subject.keyword | Multiple objective programming | |
| dc.subject.keyword | Stochasic programming | |
| dc.subject.keyword | Efficiency. | |
| dc.subject.ucm | Procesos estocásticos | |
| dc.subject.ucm | Optimización matemática | |
| dc.subject.unesco | 1208.08 Procesos Estocásticos | |
| dc.title | Relations among several efficiency concepts in stochastic multiple objective programming | |
| dc.type | technical report | |
| dc.volume.number | 1998 | |
| dcterms.references | Ben Abdelaziz F. (1992). L 'efficacité en programmation multiobjectifs stochastique. PhD. Thesis, Université Laval, Quebec, Canada. Goicoechea, A., D.R. Hansen and L. Duckstein (1982). Multiobjective Decision Analysis with Engineering and Business Applications. John Wiley. Rao, C.R. (1973). Linear Statistical Inference and its Applications. Second Edition. John Wiley. Stancu-Minasian I.M. (1984). Stochastic Programming with Multiple Objective Functions. D. Reidel Publishing Company. Stancu-Minasian I.M. and S. Tigan(1984). "The vectorial Minimum Risk Problem ". Proceedings of the Colloquium on Approximation and Optimization Cluj-Napoca. Stancu-Minasian, I.M. (1992). "Stochastic Programming with Multiple Fractile Criteria". Rev. Roumaine Math. Pures Appl. 37, 10, pp. 939-941. Szidarovszky,F., M.E. Gershon and L. Duckstein (1986). Techniques for Multiobjective Decision Making in Systems Management. Elsevier. | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 175b0308-6eb3-4282-b17d-221c851b2595 | |
| relation.isAuthorOfPublication.latestForDiscovery | 175b0308-6eb3-4282-b17d-221c851b2595 |
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