J. Korean Math. Soc. 1998; 35(2): 259-268
Printed June 1, 1998
Copyright © The Korean Mathematical Society.
Gyeong-Mi Cho
Dongseo University
In this paper the stochastic multiple objective programming problems where the right-hand-side of the constraints is stochastic are considered. We define the equivalent scalar-valued problem and study the stability of the equivalent scalar-valued problem with respect to the weight parameters and probability mesures under reasonable assumptions.
Keywords: stochastic programming problem, equivalent scalar-valued problem, stability analysis
MSC numbers: 90C15, 90C29, 90C31
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