On the solution of stochastic multiobjective integer linear programming problems with a parametric study

Document Type : Original Article


In this study we consider a multiobjective integer linear stochastic
programming problem with individual chance constraints. We assume that there is
randomness in the right-hand sides of the constraints only and that the random
variables are normally distributed. Some stability notions for such problem are
characterized. An auxiliary problem is discussed and an algorithm as well as an
example is presented.