- Volume 35 Issue 2
STABILITY OF EQUIVALENT PROGRAMMING PROBLEMS OF THE MULTIPLE OBJECTIVE LINEAR STOCHASTIC PROGRAMMING PROBLEMS
- Cho, Gyeong-Mi
- Published : 1998.05.01
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.
stochastic programming problem;equivalent scalar-valued problem;stability analysis