American Journal of Operations Research

Volume 1, Issue 4 (December 2011)

ISSN Print: 2160-8830   ISSN Online: 2160-8849

Google-based Impact Factor: 0.84  Citations  

Multiobjective Stochastic Linear Programming: An Overview

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DOI: 10.4236/ajor.2011.14023    6,406 Downloads   15,063 Views  Citations

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ABSTRACT

Many Optimization problems in engineering and economic involve the challenging task of pondering both conflicting goals and random data. In this paper, we give an up-to-date overview of how important ideas from optimization, probability theory and multicriteria decision analysis are interwoven to address situations where the presence of several objective functions and the stochastic nature of data are under one roof in a linear optimization context. In this way users of these models are not bound to caricature their problems by arbitrarily squeezing different objective functions into one and by blindly accepting fixed values in lieu of imprecise ones.

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A. Adeyefa and M. Luhandjula, "Multiobjective Stochastic Linear Programming: An Overview," American Journal of Operations Research, Vol. 1 No. 4, 2011, pp. 203-213. doi: 10.4236/ajor.2011.14023.

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