Overview of different approaches for solving stochastic programming problems with multiple objective functions. (English) Zbl 0739.90050

Stancu-Minasian, I. M.

Stochastic versus fuzzy approaches to multiobjective mathematical programming under uncertainty, Theory Decis. Libr., Ser. D 6, 71-101 (1990).

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[For the entire collection see Zbl 0724.00033.]
The paper gives an overview of the existing approaches for solving the different multiobjective stochastic programming problems: the stochastic goal programming; the group decision making in stochastic programming; the multiple minimum-risk problem and the multiple fractile criterion problem.
The material presented is a synthesis and also a generalization of previous work [“Recent results in stochastic programming with multiple objective functions”, in: M. Grauer, A. Lewandowski, A. P. Wierzbicki (eds.), Multiobjective and stochastic optimization, IIASA Collabor. Proc. Ser. CP-S12, 79-96 (1982); “Stochastic programming with multiple objective functions” (1984; Zbl 0554.90069, for a review of the Romanian original see Zbl 0502.90055)].

Reviewer: I.M.Stancu-Minasian (Bucureşti)

MSC:

90C15	Stochastic programming
90C29	Multi-objective and goal programming
90C32	Fractional programming
90-02	Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

Keywords:

multiobjective stochastic programming; stochastic goal programming; group decision making

Citations:

Zbl 0724.00033; Zbl 0554.90069; Zbl 0502.90055