Browsing by Author "Kasri, Ramzi"

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    A DC Algorithm for Solving Multiobjective Stochatic Problem via Exponential Utility Functions
    (2019-07-08) Kasri, Ramzi; Bellahcene, Fatima
    In this paper we suggest an algorithm for solving a multiobjective stochastic linear programming problem with normal multivariate distributions. The problem is first transformed into a deterministic multiobjective problem introducing the expected value criterion and an utility function. The obtained problem is reduced to a monobjective quadratic problem using a weighting method. This last problem is solved by DC algorithm.