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Título:
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Efficient solution concepts and their relations in stochastic multiobjective programming
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Autores:
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Caballero, R. ;
Cerdá Tena, Emilio ;
Muñoz, M.M. ;
Rey, L. ;
Stancu-Minasian, I.
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Tipo de documento:
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texto impreso
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Editorial:
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Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Ciencias Económicas y Empresariales (ICAE), 2000
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Dimensiones:
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application/pdf
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Nota general:
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cc_by_nc_sa
info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Procesos estocásticos
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Tipo = Documento de trabajo o Informe técnico
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Resumen:
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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.
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En línea:
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https://eprints.ucm.es/id/eprint/29227/1/0003.pdf
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