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A visual interactive approach for scenario-based stochastic multi-objective problems and an application / E. Balibek in Journal of the operational research society (JORS), Vol. 63 N° 12 (Décembre 2012) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 63 N° 12 (Décembre 2012) . - pp. 1773–1787 Titre : A visual interactive approach for scenario-based stochastic multi-objective problems and an application Type de document : texte imprimé Auteurs : E. Balibek, Auteur ; Köksalan, M., Auteur Année de publication : 2013 Article en page(s) : pp. 1773–1787 Note générale : operational research Langues : Anglais (eng) Mots-clés : multi-objective  programming;  interactive  methods;  stochastic  programming;  public  debt  management Index. décimale : 001.424 Résumé : In many practical applications of stochastic programming, discretization of continuous random variables in the form of a scenario tree is required. In this paper, we deal with the randomness in scenario generation and present a visual interactive method for scenario-based stochastic multi-objective problems. The method relies on multi-variate statistical analysis of solutions obtained from a multi-objective stochastic problem to construct joint confidence regions for the objective function values. The decision maker (DM) explores desirable parts of the efficient frontier using a visual representation that depicts the trajectories of the objective function values within confidence bands. In this way, we communicate the effects of randomness inherent in the problem to the DM to help her understand the trade-offs and the levels of risk associated with each objective. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v63/n12/abs/jors201225a.html [article] A visual interactive approach for scenario-based stochastic multi-objective problems and an application [texte imprimé] / E. Balibek, Auteur ; Köksalan, M., Auteur . - 2013 . - pp. 1773–1787. operational research Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 63 N° 12 (Décembre 2012) . - pp. 1773–1787 Mots-clés : multi-objective  programming;  interactive  methods;  stochastic  programming;  public  debt  management Index. décimale : 001.424 Résumé : In many practical applications of stochastic programming, discretization of continuous random variables in the form of a scenario tree is required. In this paper, we deal with the randomness in scenario generation and present a visual interactive method for scenario-based stochastic multi-objective problems. The method relies on multi-variate statistical analysis of solutions obtained from a multi-objective stochastic problem to construct joint confidence regions for the objective function values. The decision maker (DM) explores desirable parts of the efficient frontier using a visual representation that depicts the trajectories of the objective function values within confidence bands. In this way, we communicate the effects of randomness inherent in the problem to the DM to help her understand the trade-offs and the levels of risk associated with each objective. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v63/n12/abs/jors201225a.html