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A stochastic dynamic multiobjective model for sustainable decision making

  • S.I.: MCDM 2017
  • Published:
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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.

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Authors and Affiliations

  1. Neoma Business School, Rouen Campus, Mont-Saint-Aignan, France

    Fouad Ben Abdelaziz

  2. Graduate School of Business, Nazarbayev University, Astana, Kazakhstan

    Cinzia Colapinto

  3. Department of Management, Ca’ Foscari University of Venice, Venice, Italy

    Cinzia Colapinto

  4. Dubai Business School, University of Dubai, Dubai, UAE

    Davide La Torre

  5. Department of Economics, Management and Quantitative Methods, University of Milan, Milan, Italy

    Davide La Torre & Danilo Liuzzi

Authors
  1. Fouad Ben Abdelaziz
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  2. Cinzia Colapinto
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  3. Davide La Torre
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  4. Danilo Liuzzi
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Correspondence to Fouad Ben Abdelaziz.

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Ben Abdelaziz, F., Colapinto, C., La Torre, D. et al. A stochastic dynamic multiobjective model for sustainable decision making. Ann Oper Res 293, 539–556 (2020). https://doi.org/10.1007/s10479-018-2897-9

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  • DOI: https://doi.org/10.1007/s10479-018-2897-9

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