TY - JOUR
T1 - A stochastic dynamic multiobjective model for sustainable decision making
AU - Ben Abdelaziz, Fouad
AU - Colapinto, Cinzia
AU - la Torre, Davide
AU - Liuzzi, Danilo
N1 - Publisher Copyright:
© 2018, Springer Science+Business Media, LLC, part of Springer Nature.
PY - 2018/5/23
Y1 - 2018/5/23
N2 - 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.
AB - 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.
KW - Dynamic optimization
KW - Multiobjective optimization
KW - Stochastic optimization
KW - Sustainability
UR - http://www.scopus.com/inward/record.url?scp=85047277074&partnerID=8YFLogxK
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U2 - 10.1007/s10479-018-2897-9
DO - 10.1007/s10479-018-2897-9
M3 - Article
AN - SCOPUS:85047277074
SN - 0254-5330
VL - 293
SP - 1
EP - 18
JO - Annals of Operations Research
JF - Annals of Operations Research
IS - 2
ER -