STABILITY OF EQUIVALENT PROGRAMMING PROBLEMS OF THE MULTIPLE OBJECTIVE LINEAR STOCHASTIC PROGRAMMING PROBLEMS

  • Published : 1998.05.01

Abstract

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