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Solving stochastic multi-objective programming through the GP model

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Author Info
Belaid AOUNI ()
Cinzia COLAPINTO ()
Davide LA TORRE ()

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Abstract

The 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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Publisher Info
Paper provided by Department of Economics University of Milan Italy in its series Departemental Working Papers with number 2008-18.

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Date of creation: 13 Jun 2008
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Handle: RePEc:mil:wpdepa:2008-18

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Related research
Keywords: Stochastic Multi-Objective Programming; Goal Programming;

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This page was last updated on 2009-11-26.

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