Alexandru Hampu - Duality for multiobjectiv stochastic programming

This paper presents two ways of constructing the dual of the vectorial stochastic

programming problem with simple recourse in an original way. The first method

used is the transformation of vectorial stochastic programming problem in a stochastic

program with a single objective function to which a dual in the sense of Wolfe is

constructed. The second method is the dual‘s construction after the initial problem

was transformed, in turn, into a deterministic vectorial programming problem and

then into one with a single objective function.