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On the solution of stochastic multiobjective integer linear programming problems with a parametric study

Oma M. Saad(omarsd55***at***hotmail.com)
Osama E. Imam(osama1979***at***yahoo.com)

Abstract: In this study we consider a multiobjective integer linear stochastic programming problem with individual chance constraints. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some stability notions for such problem are characterized. An auxiliary problem is discussed and an algorithm as well as an example is presented.

Keywords: Multiobjective integer linear programming; chance-constrained technique; Branch-and Bound method;Stability.

Category 1: Stochastic Programming

Category 2: Other Topics (Multi-Criteria Optimization )

Category 3: Integer Programming

Citation:

Download: [PDF]

Entry Submitted: 04/15/2007
Entry Accepted: 04/16/2007
Entry Last Modified: 04/15/2007

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