Solving A Class of Stochastic Multiobjective Integer Linear Programming Problems
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Date
2017-10-16
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Abstract
In this paper we propose a method for solving a multi objective chance constrained integer programming problem. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. The stochastic model is transformed in a deterministic equivalent for using covariance technique. Then we propose an interactive approach for solving the deterministic mode
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Keywords
andomness in the right-hand sides, covariance technique, random variables are normally distributed