Decision-maker's preferences modeling in the stochastic goal programming

DOI10.1016/J.EJOR.2003.10.035zbMATH Open1067.90057OpenAlexW2048119190MaRDI QIDQ704100FDOQ704100

Authors: Belaïd Aouni, Jean-Marc Martel, Fouad Ben Abdelaziz 

Publication date: 12 January 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2003.10.035

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zbMATH Keywords

Decision-maker's preferencesImperfect informationSatisfaction functionsStochastic goal programming

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Dynamic programming (90C39)

Cites Work

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Cited In (32)

• Goal Programming in Preference Decomposition
• Goal programming models for managerial strategic decision making
• A generalized stochastic goal programming model
• A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
• Multi-objective stochastic programming for portfolio selection
• Portfolio selection from multiple benchmarks: a goal programming approach to an actual case
• An integrated approach for resource allocation in manufacturing plants
• A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal
• Pareto solutions in multicriteria optimization under uncertainty
• A classification model based on goal programming with non-standard preference functions with application to the prediction of cinema-going behaviour
• A chance constraints goal programming model for the advertising planning problem
• Different Probability Distributions for Portfolio Selection in the Chance Constrained Compromise Programming Model
• Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
• Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review
• Portfolio selection problems with random fuzzy variable returns
• Compromise programming: non-interactive calibration of utility-based metrics
• Probability maximization models for portfolio selection under ambiguity
• Solution approaches for the multiobjective stochastic programming
• Satisfactory solution concepts and their relations for stochastic multiobjective programming problems
• Goal-based investing based on multi-stage robust portfolio optimization
• Portfolio Selection with Multiple Time Horizons: A Mean Variance—Stochastic Goal Programming Approach
• A multiple stochastic goal programming approach for the agent portfolio selection problem
• An interactive approach to stochastic programming-based portfolio optimization
• Applying stochastic goal programming: a case study on water use planning
• Decision-maker's preferences modelling within the goal-programming model: a new typology
• Supply chain management through the stochastic goal programming model
• A model for solving incompatible fuzzy goal programming: an application to portfolio selection
• A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market
• Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas
• A new decision-making method for stock portfolio selection based on computing with linguistic assessment
• Financial portfolio management through the goal programming model: current state-of-the-art
• Fuzzy chance-constrained goal programming model for multi-attribute financial portfolio selection

Uses Software

• PariTOP

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