Efficient solution concepts and their relations in stochastic multiobjective programming

In this work, different concepts of efficient solutions to problems of stoc hastic multiple-objective programming are analyzed. We center our interest on problems in which some of the objective functions depend on random param eters. The existence of different concepts of efficiency for one single sto chastic problem, such as expected-value efficiency, minimum-risk efficiency , etc., raises the question of their quality. Starting from this idea, we e stablish some relationships between the different concepts. Our study enabl es us to determine what type of efficient solutions are obtained by each of these concepts.