RT Report
T1 Efficient solution concepts and their relations in stochastic multiobjective programming
A1 Caballero, R.
A1 Cerdá Tena, Emilio Jaime
A1 Muñoz, M.M.
A1 Rey, L.
A1 Stancu-Minasian, I.
AB In this work different concepts of efficient solutioos to problems of Stochastic Multiple Objective Programming are analyzed. We centre our interest on problems in which some of the objective functions depend on random parameters. The existence of different concepts of efficiency for one single stochastic problem, such as expected value efficiency, minimum-risk efficiency, etc., raise the question of their "quality". Starting from this idea we establish some relationships between the different concepts. Our study enables us to determine what type of efficient solutions are obtained by each of these concepts.
PB Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Ciencias Económicas y Empresariales (ICAE)
YR 2000
FD 2000
LK https://hdl.handle.net/20.500.14352/64232
UL https://hdl.handle.net/20.500.14352/64232
LA eng
DS Docta Complutense
RD 6 abr 2025