Search Results - Multiple objective stochastic programming

Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models by Masmoudi, Meryem, Abdelaziz, Fouad Ben

“… In response, this paper provides a comprehensive literature review of multiple objective deterministic and stochastic programming models for the portfolio selection problem…”
Get full text

A multiple objective stochastic programming model for working capital management by Masri, Hatem, Abdulla, Yomna

“…) impact on liquidity. In this paper, we propose a multiple objective stochastic programming model to select an efficient working capital strategy that takes into consideration not only the conflicting impact of working…”
Get full text

A multi-objective stochastic programming approach for supply chain design considering risk by Azaron, A., Brown, K.N., Tarim, S.A., Modarres, M.

“…In this paper, we develop a multi-objective stochastic programming approach for supply chain design under uncertainty…”
Get full text

A Bi-objective stochastic programming model for the household waste collection and transportation problem: case of the city of Sousse by Jammeli, Haifa, Argoubi, Majdi, Masri, Hatem

“… The problem can be considered as a bi-objective optimization problem, as cost minimization will be ensured…”
Get full text

Iterative Solution Process for Multiple Objective Stochastic Linear Programming Problems Under Fuzzy Environment by Garai, Arindam, Mandal, Palash, Roy, Tapan Kumar

“…This article presents one interactive algorithm, and thereby determines the Pareto optimal solution to multi-objective stochastic linear programming (MOSLP…”
Get full text

A Multistage Stochastic Programming Model with Multiple Objectives for the Optimal Issuance of Corporate Bonds by Yang, Ruicheng, Hu, Zinan

“… This paper proposes a multistage stochastic programming (MSP) model with multiple objectives to optimize bond issuance by satisfying the three common objectives of corporate managers, as follows…”
Get full text

Decision-Maker's Preferences for Modeling Multiple Objective Stochastic Linear Programming Problems by Fatima Bellahcene

“…A method has been suggested which solves a multiobjective stochastic linear programming problem with normal multivariate distributions in accordance with the minimum-risk criterion…”
Get full text

A Bi-objective Covering Location Problem: Case of ambulance location in the Beirut area, Lebanon by El Itani, Bilal, Ben Abdelaziz, Fouad, Masri, Hatem

“… to a bi-objective optimization problem where the cost of satisfying emergency calls is minimized.FindingsThe…”
Get full text

Cutting plane method for multiple objective stochastic integer linear programming by Abbas, Moncef, Bellahcene, Fatima

“…This paper grapples with the problem of incorporating integer variables in the constraints of a multiple objective stochastic linear program (MOSLP…”
Get full text

Integrated multi-objective stochastic fuzzy programming and AHP method for agricultural water and land optimization allocation under multiple uncertainties by Ren, Chongfeng, Li, Zhehao, Zhang, Hongbo

“… In order to solve the above problems, this paper developed an improved multi-objective stochastic fuzzy programming method…”
Get full text

Model for Working Capital Management of Micro, Small and Medium Enterprises in Indonesia by Using Multiple Objective Stochastic Programming by Gultom, Parapat, Widyasari, Rina, Suyanto, Marpaung, Jonathan Liviera

“…Micro, small and medium enterprises (MSME) have a big influence for the economy in Indonesia. But almost of this company don’t have an optimal working capital…”
Get full text

A multiple objective stochastic portfolio selection problem with random Beta by Abdelaziz, Fouad Ben, Masmoudi, Meryem

“… In this paper, we set up fundamentals to model the portfolio's Beta as a random variable and propose a multiple objective stochastic portfolio selection model with random Beta…”
Get full text

ISTMO: An interval reference point-based method for stochastic multiobjective programming problems by Muñoz, Maria M., Ruiz, Francisco

“…In this paper, we present an interactive algorithm (ISTMO) for stochastic multiobjective problems with continuous random variables…”
Get full text

Multiple stage stochastic linear programming with multiple objectives: flexible decision making by Hamel, Andreas H, Löhne, Andreas

“… This leads to a multiple stage decision process. To optimize the variables in the first of two subsequent stages the stochastic problem is transformed into a deterministic program, called…”
Get full text

Optimization of industry structure based on water environmental carrying capacity under uncertainty of the Huai River Basin within Shandong Province, China by Li, Na, Yang, Hong, Wang, Lachun, Huang, Xianjin, Zeng, Chunfen, Wu, Hao, Ma, Xiaoxue, Song, Xuetao, Wei, Yanan

“… The inexact stochastic multiple objective programming (ISMOP) which integrates stochastic programming, interval linear programming, and multiple objective programming…”
Get full text

Multi-objective stochastic programming for portfolio selection : Multiple objective programming and goal programming: New trends and applications by BEN ABDELAZIZ, Fouad, AOUNI, Belaid, EL FAVEDH, Rimeh

Get full text

Stochastic Non-linear Programming Model for a Multi-period Water Resource Allocation with Multiple Objectives by Higgins, Andrew, Archer, Ainsley, Hajkowicz, Stefan

“… Stochastic non-linear programming is applied to water resource allocation to accommodate this uncertainty across the time periods of the planning horizon…”
Get full text

A multi-objective multi-period stochastic programming model for public debt management by Balibek, Emre, Köksalan, Murat

“… stochastic programming model that captures the trade-offs between the objectives. The model is designed to aid the decision makers in formulating the debt issuance strategy…”
Get full text

Day surgery appointment scheduling with patient preferences and stochastic operation duration by Wu, Qianyun, Xie, Naiming, Shao, Yuting

“… A multiple objective stochastic programming model is constructed to seek a satisfactory surgical scheduling for both patients and hospitals under different scenarios…”
Get more information

Stochastic facility and transfer point covering problem with a soft capacity constraint by Ebrahimi Zade, Amir, Lotfi, M.M.

“… Therefore, a soft capacity constraint for the facilities and a second objective to minimize the overtime in the facility with highest assigned demand are proposed…”
Get full text