Skip to main content
Erschienen in: Fuzzy Optimization and Decision Making 4/2018

18.12.2017

Uncertain random goal programming

verfasst von: Zhongfeng Qin

Erschienen in: Fuzzy Optimization and Decision Making | Ausgabe 4/2018

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

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.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Anhänge
Nur mit Berechtigung zugänglich
Literatur
Zurück zum Zitat Aouni, B., Abdelaziz, F. B., & Torre, D. L. (2012). The stochastic goal programming model: Theory and applications. Journal of Multi-Criteria Decision Analysis, 19, 185–200.CrossRef Aouni, B., Abdelaziz, F. B., & Torre, D. L. (2012). The stochastic goal programming model: Theory and applications. Journal of Multi-Criteria Decision Analysis, 19, 185–200.CrossRef
Zurück zum Zitat Aouni, B., & Torre, D. L. (2010). A generalized stochastic goal programming model. Applied Mathematics and Computation, 215, 4347–4357.MathSciNetCrossRef Aouni, B., & Torre, D. L. (2010). A generalized stochastic goal programming model. Applied Mathematics and Computation, 215, 4347–4357.MathSciNetCrossRef
Zurück zum Zitat Ballestero, E. (2001). Stochastic goal programming: A mean–variance approach. European Journal of Operational Research, 131(3), 476–481.MathSciNetCrossRef Ballestero, E. (2001). Stochastic goal programming: A mean–variance approach. European Journal of Operational Research, 131(3), 476–481.MathSciNetCrossRef
Zurück zum Zitat Chang, N., & Wang, S. F. (1997). A fuzzy goal programming approach for the optimal planning of metropolitan solid waste management systems. European Journal of Operational Research, 99(2), 303–321.CrossRef Chang, N., & Wang, S. F. (1997). A fuzzy goal programming approach for the optimal planning of metropolitan solid waste management systems. European Journal of Operational Research, 99(2), 303–321.CrossRef
Zurück zum Zitat Charnes, A., & Cooper, W. W. (1961). Management models and industrial applications of linear progmmming. New York: Wiley.MATH Charnes, A., & Cooper, W. W. (1961). Management models and industrial applications of linear progmmming. New York: Wiley.MATH
Zurück zum Zitat Contini, B. (1968). A stochastic approach to goal programming. Operations Research, 16(3), 576–586.CrossRef Contini, B. (1968). A stochastic approach to goal programming. Operations Research, 16(3), 576–586.CrossRef
Zurück zum Zitat Hannan, E. L. (1981). On fuzzy goal programming. Decision Sciences, 12(3), 522–531.CrossRef Hannan, E. L. (1981). On fuzzy goal programming. Decision Sciences, 12(3), 522–531.CrossRef
Zurück zum Zitat Ijiri, Y. (1965). Management goals and accounting for control. Chicago: Stand-McNally. Ijiri, Y. (1965). Management goals and accounting for control. Chicago: Stand-McNally.
Zurück zum Zitat Ke, H., Su, T., & Ni, Y. (2014). Uncertain random multilevel programming with application to product control problem. Soft Computing, 19(6), 1739–1746.CrossRef Ke, H., Su, T., & Ni, Y. (2014). Uncertain random multilevel programming with application to product control problem. Soft Computing, 19(6), 1739–1746.CrossRef
Zurück zum Zitat Kumar, M., Vrat, P., & Shankar, R. (2004). A fuzzy goal programming approach for vendor selection problem in a supply chain. Computers and Industrial Engineering, 46(1), 69–85.CrossRef Kumar, M., Vrat, P., & Shankar, R. (2004). A fuzzy goal programming approach for vendor selection problem in a supply chain. Computers and Industrial Engineering, 46(1), 69–85.CrossRef
Zurück zum Zitat Liu, B. (1997). Dependent-chance programming: A class of stochastic optimization. Computers and Mathematics with Applications, 34(12), 89–104.MathSciNetCrossRef Liu, B. (1997). Dependent-chance programming: A class of stochastic optimization. Computers and Mathematics with Applications, 34(12), 89–104.MathSciNetCrossRef
Zurück zum Zitat Liu, B. (1999). Dependent-chance programming with fuzzy decisions. IEEE Transactions on Fuzzy Sytems, 7(3), 354–360.CrossRef Liu, B. (1999). Dependent-chance programming with fuzzy decisions. IEEE Transactions on Fuzzy Sytems, 7(3), 354–360.CrossRef
Zurück zum Zitat Liu, B. (2007). Uncertainty theory (2nd ed.). Berlin: Springer.MATH Liu, B. (2007). Uncertainty theory (2nd ed.). Berlin: Springer.MATH
Zurück zum Zitat Liu, B. (2009). Some research problems in uncertainty theory. Journal of Uncertain Systems, 3(1), 3–10. Liu, B. (2009). Some research problems in uncertainty theory. Journal of Uncertain Systems, 3(1), 3–10.
Zurück zum Zitat Liu, B. (2010a). Uncertainty theory: A branch of mathematics for modeling human uncertainty (3rd ed.). Berlin: Springer.CrossRef Liu, B. (2010a). Uncertainty theory: A branch of mathematics for modeling human uncertainty (3rd ed.). Berlin: Springer.CrossRef
Zurück zum Zitat Liu, B. (2010b). Uncertain set theory and uncertain inference rule with application to uncertain control. Journal of Uncertain Systems, 4(2), 83–98. Liu, B. (2010b). Uncertain set theory and uncertain inference rule with application to uncertain control. Journal of Uncertain Systems, 4(2), 83–98.
Zurück zum Zitat Liu, B. (2010c). Uncertain risk analysis and uncertain reliability analysis. Journal of Uncertain Systems, 4(3), 163–170. Liu, B. (2010c). Uncertain risk analysis and uncertain reliability analysis. Journal of Uncertain Systems, 4(3), 163–170.
Zurück zum Zitat Liu, B. (2011). Uncertain logic for modeling human language. Journal of Uncertain Systems, 5(1), 3–20. Liu, B. (2011). Uncertain logic for modeling human language. Journal of Uncertain Systems, 5(1), 3–20.
Zurück zum Zitat Liu, Y. H. (2012). Uncertain random programming with applications. Fuzzy Optimization and Decision Making, 12(2), 153–169.MathSciNetCrossRef Liu, Y. H. (2012). Uncertain random programming with applications. Fuzzy Optimization and Decision Making, 12(2), 153–169.MathSciNetCrossRef
Zurück zum Zitat Liu, Y. H. (2013). Uncertain random variables: A mixture of uncertainty and randomness. Soft Computing, 17(4), 625–634.CrossRef Liu, Y. H. (2013). Uncertain random variables: A mixture of uncertainty and randomness. Soft Computing, 17(4), 625–634.CrossRef
Zurück zum Zitat Liu, B., & Chen, X. (2015). Uncertain multiobjective programming and uncertain goal programming. Journal of Uncertainty Analysis and Applications, 3, 10.CrossRef Liu, B., & Chen, X. (2015). Uncertain multiobjective programming and uncertain goal programming. Journal of Uncertainty Analysis and Applications, 3, 10.CrossRef
Zurück zum Zitat Narasimhan, R. (1980). Goal programming in a fuzzy environemtn. Decision Sciences, 11(2), 325–336.CrossRef Narasimhan, R. (1980). Goal programming in a fuzzy environemtn. Decision Sciences, 11(2), 325–336.CrossRef
Zurück zum Zitat Parra, M. A., Terol, A. B., & Uría, M. V. (2001). A fuzzy goal programming approach to portfolio selection. European Journal of Operational Research, 133(2), 287–297.MathSciNetCrossRef Parra, M. A., Terol, A. B., & Uría, M. V. (2001). A fuzzy goal programming approach to portfolio selection. European Journal of Operational Research, 133(2), 287–297.MathSciNetCrossRef
Zurück zum Zitat Retzlaff-Roberts, D. L. (1993). A goal-programming method of stochastic allocative data envelopment analysis. European Journal of Operational Research, 71(3), 379–397.CrossRef Retzlaff-Roberts, D. L. (1993). A goal-programming method of stochastic allocative data envelopment analysis. European Journal of Operational Research, 71(3), 379–397.CrossRef
Zurück zum Zitat Tiwari, R. N., Dharmar, S., & Rao, J. R. (1987). Fuzzy goal programming—An additive model. Fuzzy Sets and Systems, 24(1), 27–34.MathSciNetCrossRef Tiwari, R. N., Dharmar, S., & Rao, J. R. (1987). Fuzzy goal programming—An additive model. Fuzzy Sets and Systems, 24(1), 27–34.MathSciNetCrossRef
Zurück zum Zitat Zhou, J., Yang, F., & Wang, K. (2014). Multi-objective optimization in uncertain random environments. Fuzzy Optimization and Decision Making, 13(4), 397–413.MathSciNetCrossRef Zhou, J., Yang, F., & Wang, K. (2014). Multi-objective optimization in uncertain random environments. Fuzzy Optimization and Decision Making, 13(4), 397–413.MathSciNetCrossRef
Metadaten
Titel
Uncertain random goal programming
verfasst von
Zhongfeng Qin
Publikationsdatum
18.12.2017
Verlag
Springer US
Erschienen in
Fuzzy Optimization and Decision Making / Ausgabe 4/2018
Print ISSN: 1568-4539
Elektronische ISSN: 1573-2908
DOI
https://doi.org/10.1007/s10700-017-9277-9

Weitere Artikel der Ausgabe 4/2018

Fuzzy Optimization and Decision Making 4/2018 Zur Ausgabe