 The stochastic goal programming model: Theory and applicationsBelaid Aouni,
Fouad Ben Abdelaziz and
Davide La Torre
Post-Print from HAL Abstract: Supported by a network of researchers and practitioners, the goal programming (GP) model is alive today more than ever and is continually fed with theoretical developments and new applications with resounding success. The standard formulation of the GP model was introduced in the earliest of 1960s, and since then, important extensions and numerous applications have been proposed. One of these variants is the stochastic GP model that deals with the uncertainty of some decision-making situations by using stochastic calculus. In such a situation, the decision maker is not able to assess with certainty the different parameters. However, he or she can provide some information regarding the likelihood of occurrence of the decision-making parameter values. The aim of this paper is to highlight the main methodological developments of the stochastic GP model and to present an overview of its applications in several domains. Keywords: stochastic goal programming; stochastic multi-objective programming; deterministic equivalent formulations (search for similar items in EconPapers) Published in Journal of Multi-Criteria Decision Analysis, 2012, Vol. 19 (n° 5-6), p. 185-200. ⟨10.1002/mcda.1466⟩ There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00778729 DOI: 10.1002/mcda.1466 Access Statistics for this paper More papers in Post-Print from HAL |
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