Stochastic Multi-Objective Programming Problem: A Two-Phase Weighted Coefficient Approach

This paper deals with multi-objective stochastic linear programming problem. The problem is considered by introducing the coefficients of the decision variables and the right-hand-side parameters in the constraints as normal random variables. A method for converting the problem into its deterministic problem is proposed and hence two- phase approach with equal weights is proposed for finding an efficient solution. The advantages of the approach are: as weights which is positive, not necessarily equal and generate an efficient solution. A numerical example is given to illustrate the suggested methodology.