On Solving a class of stochastic multiobjective integer linear programming problems with Interactive Based Approach

Abstract

Decision problems of stochastic or probabilistic optimization arise when certain coefficient of an optimization model are not fixed or known but are instead, to some extent, stochastic(or random or probabilistic) quantities. This paper focused on multiobjective stochastic optimization. We propose a method for solving a multiobjective chance constraints integer programming problem based on interactive approach. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some examples are presented.