论文标题

多主体随机编程问题的风险规避方法

A risk-aversion approach for the Multiobjective Stochastic Programming problem

论文作者

León, Javier, Puerto, Justo, Vitoriano, Begoña

论文摘要

鉴于这种问题通常存在不确定性和多个目标,因此多目标随机编程是一个良好的领域,可解决紧急情况下出现的问题。在这项工作中提出了一个新的解决方案概念,尤其是专为风险规避解决方案而设计的。提出了线性编程模型以获得此类解决方案。

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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