By Topic

An interactive algorithm for linear multiple objective decision making problems in a stochastic environment

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
C. Dong ; Lab. d'Autom. et d'Anal. des Syst., Louvain Univ., Louvain-La-Neuve, Belgium ; M. Installe

The authors consider a linear multiple objective decision making problem in a probabilistic framework. A novel scheme for solving such problems is proposed. This scheme consists of two phases: In phase I, the problem is optimized with the random parameters taking their mean values. With reference to the obtained Pareto solution, the decision makers choose critical target levels for the objects containing random parameters. In phase II, with those levels, an equivalent deterministic problem is formulated which takes into account the dispersion of the objectives and the eventual violation of the constraints in the face of different scenarios. This problem is solved by an interactive algorithm. A simplified regional development problem is solved by the developed scheme

Published in:

Decision and Control, 1991., Proceedings of the 30th IEEE Conference on

Date of Conference:

11-13 Dec 1991