Abd Essamed Guettouche

An Exact Algorithm for Linear Optimization over the Efficient Set of a Multi-Objective Stochastic Set-Covering Problem

This paper presents an exact solution framework for optimizing a linear function over the set of efficient solutions of a stochastic multi-objective set-covering problem. Using a chance-constrained programming approach, the stochastic model is first transformed into an exact deterministic equivalent under the assumptio...