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

DOI10.1016/J.EJOR.2003.10.035MaRDI QIDQ704100zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Decision-maker's preferencesImperfect informationSatisfaction functionsStochastic goal programming

Mathematics Subject Classification ID

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

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Cites work

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• A Chance-Constrained Goal Programming Model for Capital Budgeting
• A Goal Programming Model for Academic Resource Allocation
• A Linear Approximation for Chance-Constrained Programming
• A Linearization Procedure for Quadratic and Cubic Mixed-Integer Problems
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• A gradient algorithm for chance constrained nonlinear goal programming
• Application of goal programming in a multi-objective reservoir operation model in Tunisia
• Chance Constraints and Normal Deviates
• Chance-constrained programming
• Choosing realistic values of indifference, preference and veto threshold for use with environmental criteria within ELECTRE
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Diverse imprecise goal programming model formulations
• Goal programming model: A glorious history and a promising future
• Incorporating the Decision-maker's Preferences in the Goal-programming Model
• Optimal estimation of executive compensation by linear programming
• Stochastic Programming Applied to Human Resource Planning

Cited in

(32)

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

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