A risk-aversion approach for the Multiobjective Stochastic Programming problem
Optimization and Control
2021-02-08 v1
Abstract
Multiobjective stochastic programming is a field well located to tackle problems arising in emergencies, given that uncertainty and multiple objectives are usually present in such problems. A new concept of solution is proposed in this work, especially designed for risk-aversion solutions. A linear programming model is presented to obtain such solution.
Cite
@article{arxiv.2008.12051,
title = {A risk-aversion approach for the Multiobjective Stochastic Programming problem},
author = {Javier León and Justo Puerto and Begoña Vitoriano},
journal= {arXiv preprint arXiv:2008.12051},
year = {2021}
}
Comments
29 pages, 3 figures, 17 tables