Approximating the noninferior set in multiobjective linear programming problems

Article Abstract:

Algorithms can be used to estimate the noninferior set in multiobjective linear programming problems. The convex hull of the algorithm-generated extreme points is calculated to ascertain the facets in the estimation of the noninferior set. The quantity of extreme points required to obtain accuracy is controlled by a geometrical measure of error. The deviation of a polytope with an inferior interior to a polytope incorporating the full noninferior set is calculated to ascertain the approximation error.

Multiple criteria decision making, Models, Geometrical models

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Distributional efficiency in multiobjective stochastic linear programming

Article Abstract:

The Multiobjective Stochastic Linear Programming (MSLP) problem can be reassessed within the context of probability distribution of known random parameters. The study considers the decision maker as a preference structure compatible to an existing utility function. The study can serve as an integral part of an interactive procedural design.

Stochastic programming

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An interactive method for the optimal selection problem with two decision makers

Article Abstract:

An interactive approach, which is based on different forms of utilities, is proposed to examine the bilateral optimal selection problem between two decision makers (DMs) in a conflict, and to present a compromise offer for the two DMs.

Tunisia, United Arab Emirates, Methods, Decision-making, Decision making, Analysis, Decision tree, Decision trees

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