A generalized stochastic goal programming model

DOI10.1016/j.amc.2009.12.065zbMath1187.90245OpenAlexW2047347954MaRDI QIDQ961633

Davide La Torre, Belaïd Aouni

Publication date: 31 March 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.12.065

zbMATH Keywords

deterministic equivalent problemsstochastic Pareto optimal solutions

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Related Items (11)

Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models ⋮ On the use of multiple criteria distance indexes to find robust cash management policies ⋮ A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making ⋮ A fuzzy goal programming model to analyze energy, environmental and sustainability goals of the United Arab Emirates ⋮ Sustainability and intertemporal equity: a multicriteria approach ⋮ Satisfactory solution concepts and their relations for stochastic multiobjective programming problems ⋮ A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification ⋮ Modelling Investment Optimization on Smallholder Farms through Multiple Criteria Decision Making and Goal Programming: A Case Study from Ethiopia ⋮ A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making ⋮ Uncertain random goal programming ⋮ Financial portfolio management through the goal programming model: current state-of-the-art

Uses Software

• PariTOP
• LINDO

Cites Work

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