Journal of the Korean Mathematical Society (대한수학회지)
- Volume 35 Issue 2
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- Pages.259-268
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- 1998
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- 0304-9914(pISSN)
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- 2234-3008(eISSN)
STABILITY OF EQUIVALENT PROGRAMMING PROBLEMS OF THE MULTIPLE OBJECTIVE LINEAR STOCHASTIC PROGRAMMING PROBLEMS
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.