Abstract
In Chapter 8 we described a sampling based procedure for stochastic multiobjective mathematical programming problems. In this chapter we will present a procedure which also uses sampling but in a more structured approach. The method presented here is an interactive procedure based on Box’s complex search. It requires the decision maker to provide progressive articulation of preferences. This method has an advantage over the interactive methods described in Chapter 8 in that the decision maker’s underlying value function need not be explicitly specified. Also, the problem may have nonlinear objective functions and nonlinear constraints as well as objective function coefficients that are random variables.
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Graves, S.B., Ringuest, J.L., Medaglia, A.L. (2003). An Interactive Multiobjective Complex Search for Stochastic Problems. In: Models & Methods for Project Selection. International Series in Operations Research & Management Science, vol 58. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-0280-7_9
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DOI: https://doi.org/10.1007/978-1-4615-0280-7_9
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