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 |
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Pages (from-to) | 1-18 |
Number of pages | 18 |
Journal | Annals of Operations Research |
Volume | 293 |
Issue number | 2 |
DOIs | |
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