We consider a stochastic discrete multiobjective programming process with a finite number of stages. The number of states at each stage and the number of feasible decisions at each state are also finite. The aim of the paper is to propose a new interactive procedure for such a problem based on trade-off analysis. The procedure is illustrated with project portfolio selection. There are many organizations with moderately large portfolios of projects. Although the problem under discussion is not very large, it is difficult to solve, since projects are not implemented simultaneously. Moreover, the companies must take into account the risk that a particular project, which is planned to start in the future, may not be ready for implementation. We present an interactive trade-off procedure, based on the stochastic approach, as a new proposition to solve such a problem.

中文翻译：

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一种权衡多目标动态规划程序及其在项目组合选择中的应用

我们考虑一个阶段数有限的随机离散多目标规划过程。每个阶段的状态数和每个状态的可行决策数也是有限的。本文的目的是基于权衡分析为此类问题提出一种新的交互程序。该过程通过项目组合选择进行了说明。有许多组织拥有相当大的项目组合。所讨论的问题虽然不是很大，但很难解决，因为项目不是同时实施的。此外，公司必须考虑到计划在未来启动的特定项目可能无法实施的风险。我们提出了一种基于随机方法的交互式权衡程序，