Article: On stability in multiobjective integer linear programming: a stochastic approach.

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 illustrative example are presented.

Key words: Multiobjective integer linear programming, chance-constrained technique, stability

INTRODUCTION

Decision problems of stocastic or probabilistic optimization arise when certain coefficients of an optimization ...

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