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 |
| DOIs | |
| Publication status | Accepted/In press - May 23 2018 |
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Keywords
- Dynamic optimization
- Multiobjective optimization
- Stochastic optimization
- Sustainability
ASJC Scopus subject areas
- Decision Sciences(all)
- Management Science and Operations Research
Cite this
A stochastic dynamic multiobjective model for sustainable decision making. / Ben Abdelaziz, Fouad; Colapinto, Cinzia; la Torre, Davide; Liuzzi, Danilo.
In: Annals of Operations Research, 23.05.2018, p. 1-18.Research output: Contribution to journal › Article
}
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
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
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UR - http://www.scopus.com/inward/citedby.url?scp=85047277074&partnerID=8YFLogxK
U2 - 10.1007/s10479-018-2897-9
DO - 10.1007/s10479-018-2897-9
M3 - Article
AN - SCOPUS:85047277074
SP - 1
EP - 18
JO - Annals of Operations Research
JF - Annals of Operations Research
SN - 0254-5330
ER -