Stochastic programming with multiple objective functions. Transl. from Romanian by Victor Giurgiuţiu. (English) Zbl 0554.90069

Stancu-Minasian, I. M.

Mathematics and Its Applications (East European Series), 13. Dordrecht - Boston - Lancaster: D. Reidel Publishing Company, a member of the Kluwer Academic Publishers Group; Bucureşti: Editura Academiei. XV, 334 p. Dfl. 160.00; $ 59.00; £40.75 (1984).

[For a review of the original edition (1980) see Zbl 0502.90055.]
The book deals with linear programming problems having several stochastic linear objective functions. The first and second chapter present the main notions and methods of deterministic programming with multiple objective functions and from stochastic linear programming with one objective function. Then in the next three chapters several methods are described for reducing the given stochastic linear program with several objective functions either to a stochastic linear program with only one objective function or to a deterministic program with multiple objective functions. Applications to transportation problems and production planning are considered in the last two chapters.

Reviewer: K.Marti

MSC:

90C15	Stochastic programming
90C31	Sensitivity, stability, parametric optimization
90C05	Linear programming
90-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming

Keywords:

multiple objective functions; transportation; production planning

Citations:

Zbl 0502.90055