Value of modeling uncertainty in multi-objective programming

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2019

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Yiğit, Ece

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In this thesis, the value of modeling uncertainty in multi-objective problems is inves-tigated. First, a mathematical model for a general two-stage multi-objective stochas-tic problems is introduced. Then, a new approach is presented for calculating thevalue of the stochastic solution and the expected value of perfect information for suchproblems. Computational experiments are provided to test the validity and the perfor-mance of the proposed methodology considering a bi-objective problems that involve uncertainty.

Subject Keywords

Stochastic programming., Keywords: Stochastic programming, multi-objective programming, value of stochas-tic solution, expected value of perfect information.

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http://etd.lib.metu.edu.tr/upload/12624621/index.pdf
https://hdl.handle.net/11511/44552

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Graduate School of Natural and Applied Sciences, Thesis

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Citation Formats

E. Yiğit, “Value of modeling uncertainty in multi-objective programming,” Thesis (M.S.) -- Graduate School of Natural and Applied Sciences. Industrial Engineering., Middle East Technical University, 2019.