针对连续型随机变量随机多目标规划问题,提出一种基于概率有效意义下的区间交互算法,该算法可将概率有效性与多目标决策问题有机结合,有效辅助决策者寻求愿意承受的风险水平而进行决策,从而简化了随机多目标优化的求解问题。
This paper presents an interval interactive algorithm for the continuous random parameters of stochastic multiobjective programming problems,which is based on the probability of the effectiveness.The algorithm combines the concept of probability efficiency for stochstic problems with the reference point philosophy for deterministic problems,and helps the decision maker to discover the risk level(s)he is willing to assume.It also simplifies the process to find the solutions of the random multiobjective programming problems.