A stochastic dynamic multiobjective model for sustainable decision making

Fouad Ben Abdelaziz; Cinzia Colapinto; Davide la Torre; Danilo Liuzzi

doi:10.1007/s10479-018-2897-9

A stochastic dynamic multiobjective model for sustainable decision making

Fouad Ben Abdelaziz, Cinzia Colapinto, Davide la Torre, Danilo Liuzzi

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	1-18
Number of pages	18
Journal	Annals of Operations Research
Volume	293
Issue number	2
DOIs	https://doi.org/10.1007/s10479-018-2897-9
Publication status	Accepted/In press - May 23 2018

Keywords

Dynamic optimization
Multiobjective optimization
Stochastic optimization
Sustainability

ASJC Scopus subject areas

Decision Sciences(all)
Management Science and Operations Research

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