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Uncertain random goal programming

Author

Listed:
  • Zhongfeng Qin

    (Beihang University
    Management and Decision (Beihang University), Ministry of Education)

Abstract

Goal programming provides an efficient technique to deal with decision making problems with multiple conflicting objectives. This paper joins the streams of research on goal programming by providing a so-called uncertain random goal programming to model the multi-objective optimization problem involving uncertain random variables. Several equivalent deterministic forms are derived on the condition that the set of parameters consists of uncertain variables and random variables. Finally, an example is given to illustrate the application of the approach.

Suggested Citation

  • Zhongfeng Qin, 2018. "Uncertain random goal programming," Fuzzy Optimization and Decision Making, Springer, vol. 17(4), pages 375-386, December.
    • Handle: RePEc:spr:fuzodm:v:17:y:2018:i:4:d:10.1007_s10700-017-9277-9
    DOI: 10.1007/s10700-017-9277-9
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    References listed on IDEAS

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    1. Belaid Aouni & Fouad Ben Abdelaziz & Davide La Torre, 2012. "The stochastic goal programming model: Theory and applications," Post-Print hal-00778729, HAL.
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    4. Arenas Parra, M. & Bilbao Terol, A. & Rodriguez Uria, M. V., 2001. "A fuzzy goal programming approach to portfolio selection," European Journal of Operational Research, Elsevier, vol. 133(2), pages 287-297, January.
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    6. Bruno Contini, 1968. "A Stochastic Approach to Goal Programming," Operations Research, INFORMS, vol. 16(3), pages 576-586, June.
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    Cited by:

    1. Lifeng Wang & Jinwu Gao & Hamed Ahmadzade & Zezhou Zou, 2023. "Partial Gini Coefficient for Uncertain Random Variables with Application to Portfolio Selection," Mathematics, MDPI, vol. 11(18), pages 1-18, September.

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