Solution approaches for the multiobjective stochastic programming.
Fouad Ben AbdelazizPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- stochastic programming
- multi objective
- multistage
- linear program
- chance constrained
- robust optimization
- asset liability management
- optimal solution
- conflicting objectives
- multi objective optimization
- evolutionary algorithm
- multistage stochastic
- multiobjective optimization
- bi objective
- particle swarm optimization
- risk averse
- genetic algorithm
- multiple objectives
- optimization problems
- decision making under uncertainty