Solving stochastic multi-objective programming through the GP model
AbstractThe aim of this paper is to present an approach for solving the Stochastic Multi-Objective Programming (SMOP) through the Goal Programming (GP) model. We introduce a deterministic equivalent formulation and we show how GP can provide solutions to SMOP. The proposed method will be illustrated through a numerical example from the Tunisian stock exchange market.
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Bibliographic InfoPaper provided by Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano in its series Departmental Working Papers with number 2008-18.
Date of creation: 13 Jun 2008
Date of revision:
Stochastic Multi-Objective Programming; Goal Programming;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-06-17 (All new papers)
- NEP-CBA-2009-06-17 (Central Banking)
- NEP-CMP-2009-06-17 (Computational Economics)
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- William Seitz & D La Torre, 2014. "Modelling Investment Optimization on Smallholder Farms through Multi-criteria Decision Approaches: An Example from Ethiopia," CSAE Working Paper Series 2014-06, Centre for the Study of African Economies, University of Oxford.
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