A DC Algorithm for Solving Multiobjective Stochatic Problem via Exponential Utility Functions
dc.contributor.author | Kasri, Ramzi | |
dc.contributor.author | Bellahcene, Fatima | |
dc.date.accessioned | 2020-07-20T11:04:09Z | |
dc.date.available | 2020-07-20T11:04:09Z | |
dc.date.issued | 2019-07-08 | |
dc.description | Du 08/07/2019 au 11/07/2019 France | en |
dc.description.abstract | 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. | en |
dc.identifier.uri | https://dspace.ummto.dz/handle/ummto/11430 | |
dc.language.iso | en | en |
dc.subject | Multiobjective programming · Stochastic programming · DCA · DC programming · Utility function · Expected value criterion. | en |
dc.title | A DC Algorithm for Solving Multiobjective Stochatic Problem via Exponential Utility Functions | en |
dc.type | Working Paper | en |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- Ramzi Kasri_Fatima Bellahcene_2019.pdf
- Size:
- 119.57 KB
- Format:
- Adobe Portable Document Format
- Description:
License bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- license.txt
- Size:
- 1.71 KB
- Format:
- Item-specific license agreed upon to submission
- Description: