Supported by a network of researchers and practitioners, the goal programming (GP) model is alive today more than ever and is continually fed with theoretical developments and new applications with resounding success. The standard formulation of the GP model was introduced in the earliest of 1960s, and since then, important extensions and numerous applications have been proposed. One of these variants is the stochastic GP model that deals with the uncertainty of some decision-making situations by using stochastic calculus. In such a situation, the decision maker is not able to assess with certainty the different parameters. However, he or she can provide some information regarding the likelihood of occurrence of the decision-making parameter values. The aim of this paper is to highlight the main methodological developments of the stochastic GP model and to present an overview of its applications in several domains
The Stochastic Goal Programming Model : Theory and Applications / B. Aouni, F. Ben Abdelaziz, D. La Torre. - In: JOURNAL OF MULTICRITERIA DECISION ANALYSIS. - ISSN 1057-9214. - 19:5-6(2012), pp. 185-200. [10.1002/mcda.1466]
The Stochastic Goal Programming Model : Theory and Applications
D. La TorreUltimo
2012
Abstract
Supported by a network of researchers and practitioners, the goal programming (GP) model is alive today more than ever and is continually fed with theoretical developments and new applications with resounding success. The standard formulation of the GP model was introduced in the earliest of 1960s, and since then, important extensions and numerous applications have been proposed. One of these variants is the stochastic GP model that deals with the uncertainty of some decision-making situations by using stochastic calculus. In such a situation, the decision maker is not able to assess with certainty the different parameters. However, he or she can provide some information regarding the likelihood of occurrence of the decision-making parameter values. The aim of this paper is to highlight the main methodological developments of the stochastic GP model and to present an overview of its applications in several domainsPubblicazioni consigliate
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