Abstract
Many practical problems, such as investment planning within a long time horizon, can be formulated as multi-objective linear programming in which discrete random coefficients are present in the objective functions and in some constraints. This uncertainty is modelized with the comprehensive language of scenarios, well known in the fields of planning and forecasting.
The STRANGE method is designed to obtain a best compromise for such problem : it involves in particular some concepts of stochastic programming and uses a parametric analysis at each interactive phase to provide the decision maker with detailed information on a large set of efficient solutions. STRANGE-MOMIX is the extension of the method to problems including some integer variables.
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© 1990 Kluwer Academic Publishers
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Teghem, J. (1990). “Strange” : An Interactive Method for Multiobjective Stochastic Linear Programming, and “Strange-Momix” Its Extension to Integer Variables. In: Slowinski, R., Teghem, J. (eds) Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming under Uncertainty. Theory and Decision Library, vol 6. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-2111-5_6
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DOI: https://doi.org/10.1007/978-94-009-2111-5_6
Publisher Name: Springer, Dordrecht
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