haku: @author Moskowitz, H. / yhteensä: 28
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| Tekijä: | Klein, G. Moskowitz, H. Ravindran, A. |
| Otsikko: | Interactive multiobjective optimization under uncertainty. |
| Lehti: | Management Science
1990 : JAN, VOL. 36:1, p. 58-75 |
| Asiasana: | MULTIOBJECTIVE PROGRAMMING OPTIMIZATION |
| Kieli: | eng |
| Tiivistelmä: | Uncertainty presents unique difficulties in multiobjective optimization problems, because decision makers are faced with risky situations requiring analysis of multiple outcomes in differing states of nature. Very few direct choice (interactive) multiobjective methods are capable of addressing problems with probabilistic outcomes. Proposed is a general multiobjective algorithm which accommodates uncertainty. The method is appropriate for use in a multiple criteria framework with a discrete number of states of nature. The method is explored and developed in the context of a bicriterion optimization problem using a two stage mathematical programming model. |
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