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.
A stochastic dynamic multiobjective model for sustainable decision making
Liuzzi, Danilo
2018-01-01
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.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
Liuzzi_A stochastic dynamic multiobjective model for sustainable decision making.pdf
Accesso chiuso
Descrizione: articolo
Tipologia:
Documento in Versione Editoriale
Licenza:
Copyright Editore
Dimensione
586.63 kB
Formato
Adobe PDF
|
586.63 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.