The complexity of reality can be better represented by models able to involve uncertainty and time patterns. We present a general formulation of a stochastic dynamic multiobjective optimization model and we provide different solution concepts based on its transformation into different deterministic equivalent models. We provide two applications to sustainable decision making in portfolio management and optimal workforce allocation.
A stochastic dynamic multiobjective model for sustainable decision making / F. Ben Abdelaziz, C. Colapinto, D. La Torre, D. Liuzzi. - In: ANNALS OF OPERATIONS RESEARCH. - ISSN 0254-5330. - (2018 May 23). [Epub ahead of print] [10.1007/s10479-018-2897-9]
A stochastic dynamic multiobjective model for sustainable decision making
D. La TorrePenultimo
;D. Liuzzi
2018
Abstract
The complexity of reality can be better represented by models able to involve uncertainty and time patterns. We present a general formulation of a stochastic dynamic multiobjective optimization model and we provide different solution concepts based on its transformation into different deterministic equivalent models. We provide two applications to sustainable decision making in portfolio management and optimal workforce allocation.
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