Skip to main content
SpringerLink
Log in

Relations among Several Efficiency Concepts in Stochastic Multiple Objective Programming

  • Conference paper
Research and Practice in Multiple Criteria Decision Making

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 487))

Abstract

In this paper, the resolution of stochastic multiple objective programming problems is studied. The existence of random parameters in the objective functions has resulted in the definition of several efficient solution concepts for such problems in the literature. We will focus our attention in the study of some of these concepts, namely, minimum risk and ß probability. Once these concepts are defined, the relations among the sets of efficient solutions obtained are studied.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Ben Abdelaziz, F. L’efficacité en Programmation Multiobjectifs Stochastique. Ph.D. Thesis Dissertation., Université de Laval, Québec (1992).

    Google Scholar 

  • Goicoechea, A., Hansen, D.R. and Duckstein, L., Multiobjective Decision Analysis with Engineering and Business Applications. John Wiley and Sons. New York (1982).

    Google Scholar 

  • Rao, C.R., Linear Statistical Inference and its Applications. John Wiley and Sons. New York (1973).

    Book  Google Scholar 

  • Stancu-Minasian, I.M., Stochastic Programming with Multiple Objective Functions. D. Reidel Publishing Company. Dordrecht (1984).

    Google Scholar 

  • Stancu-Minasian, I.M. and Tigan, S., The Vectorial Minimum Risk Problem. Proceedings of the Colloquium on Approximation and Optimization. Cluj-Napoca, 321–328 (1984).

    Google Scholar 

  • Stancu-Minasian, I.M., Stochastic Programming with Multiple Fractile Criteria. Rev. Roumaine Math. Pures Appl. 37, 10, 939–941 (1992).

    Google Scholar 

  • Szidarovszky, F., Gershon, M.E. and Duckstein, L., Techniques for Multiobjective Decision Making in Systems Management. Elsevier. Amsterdam (1986).

    Google Scholar 

  • White, D.J., Optimality and Efficiency. John Wiley and Sons. New York (1982).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Applied Economies (Mathematics), University of Málaga, Campus El Ejido s/n, 29071, Malaga, Spain

    R. Caballero, M. M. Muñoz & L. Rey

  2. Department of Foundations of Economie Analysis, University Complutense of Madrid, Campus de Somosaguas, 28223, Madrid, Spain

    E. Cerdá

Authors
  1. R. Caballero
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. E. Cerdá
    View author publications

    You can also search for this author in PubMed Google Scholar

  3. M. M. Muñoz
    View author publications

    You can also search for this author in PubMed Google Scholar

  4. L. Rey
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Center for Risk Management of Engineering Systems, University of Virginia, 103 Albert Small Building, Charlottesville, VA, 22903, USA

    Yacov Y. Haimes (Director) (Director)

  2. Terry College of Business, University of Georgia, Athens, GA, 30602-6253, USA

    Ralph E. Steuer

Rights and permissions

Reprints and permissions

Copyright information

© 2000 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Caballero, R., Cerdá, E., Muñoz, M.M., Rey, L. (2000). Relations among Several Efficiency Concepts in Stochastic Multiple Objective Programming. In: Haimes, Y.Y., Steuer, R.E. (eds) Research and Practice in Multiple Criteria Decision Making. Lecture Notes in Economics and Mathematical Systems, vol 487. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-57311-8_4

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-57311-8_4

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-67266-1

  • Online ISBN: 978-3-642-57311-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation