Properties of Two-Stage Stochastic Multi-Objective Linear Programs
We consider a two-stage stochastic multi-objective linear program (TSSMOLP) which is a natural generalization of the well-studied two-stage stochastic linear program (TSSLP) allowing modelers to specify multiple objectives in each stage. The second-stage recourse decision is governed by an uncertain multi-objective linear program (MOLP) whose solution maps to an uncertain second-stage nondominated set. The TSSMOLP … Read more