论文信息 - “Strange” : An Interactive Method for Multiobjective Stochastic Linear Programming, and “Strange-Momix” Its Extension to Integer Variables

“Strange” : An Interactive Method for Multiobjective Stochastic Linear Programming, and “Strange-Momix” Its Extension to Integer Variables

Many practical problems, such as investment planning within a long time horizon, can be formulated as multi-objective linear programming in which discrete random coefficients are present in the objective functions and in some constraints. This uncertainty is modelized with the comprehensive language of scenarios, well known in the fields of planning and forecasting.

Jacques Teghem | J. Teghem

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