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arXiv · 2008.12051

A risk-aversion approach for the Multiobjective Stochastic Programming problem

Javier León·Justo Puerto·Begoña Vitoriano
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Abstract

Multiobjective stochastic programming is a field well located to tackle problems arising in emergencies, given that uncertainty and multiple objectives are usually present in such problems. A new concept of solution is proposed in this work, especially designed for risk-aversion solutions. A linear programming model is presented to obtain such solution.

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Javier León, Justo Puerto, Begoña Vitoriano. 2020-08-27. A risk-aversion approach for the Multiobjective Stochastic Programming problem. https://doi.org/10.3390/math8112026

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