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Satisfactory solution concepts and their relations for Stochastic Multiobjective Programming problems

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  • Muñoz, María M.
  • Abdelaziz, Fouad Ben

Abstract

This work deals with the concept of satisfactory solution for Stochastic Multiobjective Programming (SMP) problems. Based on previous literature, we will introduce different concepts of satisfactory solutions for SMP problems, define a new concept of solution (where the decision maker (DM) sets his/her preferences in terms of two aspiration levels for the stochastic objective and two probabilities to reach those levels), and establish some relationship between these concepts. The results will aim at featuring these concepts and determine the differences between them. Moreover, the paper proposes a new step by step procedure to exchange information between the analyst and DM prior to solving the problem. Thus, the DM will be able to choose the transformation criterion for each stochastic objective and the aspiration level.

Suggested Citation

  • Muñoz, María M. & Abdelaziz, Fouad Ben, 2012. "Satisfactory solution concepts and their relations for Stochastic Multiobjective Programming problems," European Journal of Operational Research, Elsevier, vol. 220(2), pages 430-442.
    • Handle: RePEc:eee:ejores:v:220:y:2012:i:2:p:430-442
    DOI: 10.1016/j.ejor.2012.01.052
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    References listed on IDEAS

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    Cited by:

    1. Mingfa Zheng & Yuan Yi & Zutong Wang & Tianjun Liao, 2017. "Relations among efficient solutions in uncertain multiobjective programming," Fuzzy Optimization and Decision Making, Springer, vol. 16(3), pages 329-357, September.
    2. Eltoukhy, Abdelrahman E.E. & Wang, Z.X. & Chan, Felix T.S. & Fu, X., 2019. "Data analytics in managing aircraft routing and maintenance staffing with price competition by a Stackelberg-Nash game model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 122(C), pages 143-168.
    3. M. S. Osman & A. M. Abd Elazeem & M. A. Elsisy & M. M. Rashwan, 2018. "Duality in the fuzzy-parametric space for fuzzy-parametric nonlinear programming problem," OPSEARCH, Springer;Operational Research Society of India, vol. 55(3), pages 662-676, November.
    4. Fouad Ben Abdelaziz & Cinzia Colapinto & Davide La Torre & Danilo Liuzzi, 2020. "A stochastic dynamic multiobjective model for sustainable decision making," Annals of Operations Research, Springer, vol. 293(2), pages 539-556, October.

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