A Parametric Study on Multi-Objective Integer Quadratic Programming Problems Under Uncertainty

This paper presents a parametric study on multi-objective integer quadratic programming problem under uncertainty. The proposed procedure presents a quadratic multi-objective integer programming problem with a stochastic parameters in the right hand sides, and all constraints occurs under certain probability. We consider all random variables are normally distributed. We shall be essentially concerned with three basic notions: the set of feasible parameters; the solvability set and the stability set of the first kind (SSK1). An algorithm to clarify the developed theory as well as an illustrative example are presented.