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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
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- 한국산업응용수학회 JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS Journal of the Korean Society for Industrial and Applied Mathematics Vol.9 No.1
- 발행연도
- 2005.6
- 수록면
- 99 - 110 (12page)
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초록· 키워드
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This paper suggests an efficient approach for stochastic bicriteria programming problem (SBCPP) with random variables in both the objective functions and in the right-hand side of the constraints.
The suggested approach uses the statistical inference through two different techniques: In one of them , the SBCPP is transformed into an equivalent deterministic bicriteria programming problem (DBCPP), then the nonnegative weighted sum approach will be used to transform the bicriteria programming problem into a single objective programming problem, and the other technique, the nonnegative weighted sum approach is used to transform the SBCPP to an equivalent stochastic single objective programming problem, then apply the same procedure to convert stochastic single objective programming problem into its equivalent deterministic single objective programming problem (DSOPP). In both techniques the resulting problem can be solved as a nonlinear programming problem to get the efficient solutions. Finally, a comparison between the two different techniques is discussed, and illustrated example is given to demonstrate the actual application of these techniques.
The suggested approach uses the statistical inference through two different techniques: In one of them , the SBCPP is transformed into an equivalent deterministic bicriteria programming problem (DBCPP), then the nonnegative weighted sum approach will be used to transform the bicriteria programming problem into a single objective programming problem, and the other technique, the nonnegative weighted sum approach is used to transform the SBCPP to an equivalent stochastic single objective programming problem, then apply the same procedure to convert stochastic single objective programming problem into its equivalent deterministic single objective programming problem (DSOPP). In both techniques the resulting problem can be solved as a nonlinear programming problem to get the efficient solutions. Finally, a comparison between the two different techniques is discussed, and illustrated example is given to demonstrate the actual application of these techniques.
목차
Abstract
1. Introduction
2. Bicriteria Programming problems formulation
3. Expected-Value Criterion
4. Expected value-standard deviation criterion
5. Discussion
6. Illustrative Example
7. Conclusion
References
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