On the solution of stochastic multiobjective integer linear programming problems with a parametric study | ||||
| Journal of the ACS Advances in Computer Science | ||||
| Article 6, Volume 3, Issue 1, 2009, Page 71-82 PDF (894.28 K) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/asc.2009.158225 | ||||
 View on SCiNiTO | ||||
| Abstract | ||||
| In this study we consider a multiobjective integer linear stochastic programming problem with individual chance constraints. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some stability notions for such problem are characterized. An auxiliary problem is discussed and an algorithm as well as an example is presented. | ||||
| Keywords | ||||
| Multiobjective integer linear programming; chance-constrained technique; Branch-and Bound method; Stability | ||||
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