RT Report T1 Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems A1 Caballero Fernández, Rafael A1 Cerdá Tena, Emilio A1 Muñoz Martos, María del Mar A1 Rey, Lourdes AB In this work, we deal with obtaining efficient solutions for stochastic multiobjectiveprogramming problems. In general, these solutions are obtained in two stages: in one of them,the stochastic problem is transformed into its equivalent deterministic problem, and in the otherone, some of the existing generating techniques in multiobjective programming are applied toobtain efficient solutions, which involves transforming the multiobjective problem into aproblem with only one objective function. Our aim is to determine whether the order in whichthese two transformations are carried out influences, in any way, the efficient solution obtained.Our results show that depending on the type of stochastic criterion followed and the statisticalcharacteristics of the initial problem, the order can have an influence on the final set of efficientsolutions obtained for a given problem. PB Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid YR 2002 FD 2002-09 LK https://hdl.handle.net/20.500.14352/64507 UL https://hdl.handle.net/20.500.14352/64507 LA eng NO Ben Abdelaziz, F., 1992. L’efficacité en Programmation Multi-objectifs Stochastique. Ph. D. Thesis, Université de Laval, Québec.Ben Abdelaziz, F., Lang, P., Nadeau, R., 1997. Distributional Unanimity Multiobjective Stochastic Linear Programming. In: Climaco, J. (Ed.: Multicriteria Analysis: Proceedings of the With Conference on MCDM, pp. 225-236. Springer-Verlag.Ben Abdelaziz, F., Lang, P., Nadeau, R., 1999. Dominance and Efficiency in Multicriteria Decision under Uncertainty. Theory and Decision, 47, 191-211.Caballero, C., Cerdá, E., Muñoz, M.M., Rey, L., 2000. Relations among Several Efficiency Concepts in Stochastic Multiple Objective Programming. Research and Practice in Multiple Criteria Decision Making, Edited by Y. Y. Haimes and R. Steuer, Lectures Notes in Economics and Mathematical Systems, Springer-Verlag, Berlin, Germany, Vol. 487, 57-68.Caballero, R., Cerdá, E., Muñoz, M.M., Rey, L., Stancu Minasian, I. M., (2001), Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming. Journal of Optimization, Theory and Applications, Vol. 110, 1, 53-74.Chankong, V., Haimes, Y.Y., 1983. Multiobjective Decision Making: Theory and Methodology. North-Holland, New York.Goicoechea, A., Hansen, D. R., Duckstein, L., 1982. Multiobjective Decision Analysis with Engineering and Business Applications. John Wiley and Sons, New York.Hogg, R. V., Craig, A. T., 1989. Introduction to Mathematical Statistics. MacMillan Publishing Co., New York.Kall, P., Wallace, S.W., 1994. Stochastic Programming. John Wiley and sons, Chichester.Liu, B., Iwamura, K., 1997. Modelling Stochastic Decision Systems Using Dependent-Chance Programming. European Journal of Operational Research, 101, 193-203.Prékopa, A., 1995. Stochastic Programming. Kluwer Academic Publishers. Dordrecht.Sawaragi, Y., Nakayama H., Tanino T., 1985. Theory of Multiobjective Optimization. Academic Press, New York.Slowinski, R., Teghem, J. (Ed.), 1990. Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming Under Uncertainty. Kluwer Academic Publishers, Dordrecht.Stancu-Minasian, I. M., 1984. Stochastic Programming with Multiple Objective Functions. D. Reidel Publishing Company, Dordrecht.Stancu-Minasian, I., Tigan, S., 1984. The Vectorial Minimum Risk Problem. Proceedings of the Colloquium on Approximation and Optimization. Cluj-Napoca, 321-328.White, D. J., 1982. Optimality and Efficiency. John Wiley and Sons, Chichester. DS Docta Complutense RD 7 may 2024