An eecient numerical solution scheme entitled adaptive diierential dynamic programming is developed in this paper for multiobjective optimal control problems with a general separable structure. For a multiobjective control problem with a general separable structure, the \optimal" weighting coeecients for various performance indices are time-varying as the system evolves along any noninferior tr...

A nonsmooth semi-infinite interval-valued vector programming problem is solved in the paper by Jennane et al . ( RAIRO:OR 55 (2021) 1–11.). The necessary optimality condition obtained authors, as well its proof, false. Some counterexamples are given to call into question some results on which main result (Jennane al. [6] Thm. 4.5) based. For convenience of reader, we correct faulty those result...

Within the past several years, important advances have been made in conditional value-at-risk (CVaR) model in finance engineering. CVaR has superior properties in many respects. But, some practical risk problems, such as lending plan of bank, are multiobjective decision making. So, it is key question to study multiobjective CVaR model. This paper proposes a general multiobjective CVaR model in ...

In this article, a fuzzy goal programming (GP) and method of approximation is presented for the solution of a multiobjective linear plus linear fractional programming problem. In the proposed approach, membership functions are defined for each fuzzy goal and then a method of variable change on the underand overdeviational variables of the membership functions associated with the fuzzy goals of ...

This paper presents a fuzzy goal programming (GP) procedure for solving a multiobjective linear plus linear fractional programming problem. In the proposed approach GP model for achievement of the highest membership value of each of fuzzy goal defined for the linear plus linear fractional objectives is formulated. In the solution process, the method of variable change on the underand overdeviat...