A DC Algorithm for Solving Multiobjective Stochatic Problem via Exponential Utility Functions

  • Ramzi KasriEmail author
  • Fatima Bellahcene
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 991)


In this paper we suggest an algorithm for solving a multiobjective stochastic linear programming problem with normal multivariate distributions. The problem is first transformed into a deterministic multiobjective problem introducing the expected value criterion and an utility function. The obtained problem is reduced to a monobjective quadratic problem using a weighting method. This last problem is solved by DC algorithm.


Multiobjective programming Stochastic programming DCA DC programming Utility function Expected value criterion 


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© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.Faculty of SciencesLAROMAD, Mouloud Mammeri UniversityTizi-OuzouAlgeria

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