A stochastic dynamic multiobjective model for sustainable decision making

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

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)1-18
Number of pages18
JournalAnnals of Operations Research
Volume293
Issue number2
DOIs
Publication statusAccepted/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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