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A compromise solution for the multiobjective stochastic linear programming under partial uncertainty. (English) Zbl 1173.90487

Summary: This paper solves the multiobjective stochastic linear program with partially known probability. We address the case where the probability distribution is defined by crisp inequalities. We propose a chance constrained approach and a compromise programming approach to transform the multiobjective stochastic linear program with linear partial information on probability distribution into its equivalent uniobjective problem. The resulting program is then solved using the modified L-shaped method. We illustrate our results by an example.

MSC:

90C15 Stochastic programming
90C29 Multi-objective and goal programming
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