A stochastic dynamic multiobjective model for sustainable decision making

Fouad Ben Abdelaziz (), Cinzia Colapinto (), Davide La Torre and Danilo Liuzzi ()
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Fouad Ben Abdelaziz: Neoma Business School
Cinzia Colapinto: Nazarbayev University

Annals of Operations Research, 2020, vol. 293, issue 2, No 6, 539-556

Abstract: 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.

Keywords: Stochastic optimization; Multiobjective optimization; Dynamic optimization; Sustainability (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10479-018-2897-9

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