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  Far East Journal of Theoretical Statistics  
 ISSN: 0972-0863
 
 
 

     Far East Journal of Theoretical Statistics
    Volume 26, Issue 1, Pages 73 - 82 (September 2008)


AN APPROACH FOR SOLVING THE STOCHASTIC VECTOR OPTIMIZATION PROBLEM

Ragaa M. Kassem (Egypt)

Received March 13, 2008

References:



[1] R. D. Armstrong and J. L. Balintfy, A chance constrained multiple choice programming algorithm with applications, Stochastic Programming, M. A. H. Dempster, ed., Academic Press, New York, 1980.

[2] R. Caballero, E. Cerda, M. Munoz and L. Rey, Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems, Euro. J. Oper. Res. 158 (2004), 633-648.

[3] Y. Y. Haimes and V. Chankong, Multiobjective Decision Making: Theory and Methodology, North Holland Series in System Science and Engineering, North Holland, New York, 1983.

[4] B. Liu and K. Iwamura, Modeling stochastic decision systems using dependent- chance programming, Euro. J. Oper. Res. 101 (1997), 193-203.

[5] B. Mareschal, Stochastic multicriteria decision making and uncertainty, Euro. J. Oper. Res. 26 (1986), 58-64.

[6] A. Prékopa, Stochastic Programming, Kluwer Academic Publishers, Dordrecht, 1995.

[7] C. R. Rao, Linear Statistical Inference and its Applications, 2nd ed., Wiley, New York, 1973.

[8] I. M. Stancu-Minasian, Stochastic Programming with Multiple Objective Functions, D. Reidel Publishing Company, Boston, 1984.

Keywords and phrases: stochastic multiobjective optimization, efficiency, stochastic programming, vector optimization problem.

 


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