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dc.contributor.authorKasri, Ramzi
dc.contributor.authorBellahcene, Fatima
dc.date.accessioned2020-07-20T11:04:09Z
dc.date.available2020-07-20T11:04:09Z
dc.date.issued2019-07-08
dc.identifier.urihttps://dl.ummto.dz/handle/ummto/11430
dc.descriptionDu 08/07/2019 au 11/07/2019 Franceen
dc.description.abstractIn 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.language.isoenen
dc.subjectMultiobjective programming · Stochastic programming · DCA · DC programming · Utility function · Expected value criterion.en
dc.titleA DC Algorithm for Solving Multiobjective Stochatic Problem via Exponential Utility Functionsen
dc.typeWorking Paperen


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