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https://doi.org/10.17535/crorr.2015.0023

An interactive approach to the stochastic multiobjective allocation problem

Maciej Nowak   ORCID icon orcid.org/0000-0002-8561-3863 ; Department of Operations Research, University of Economics in Katowice, Katowice, Poland
Tadeusz Trzaskalik ; Department of Operations Research, University of Economics in Katowice, Katowice, Poland

Puni tekst: engleski, pdf (181 KB) str. 293-304 preuzimanja: 265* citiraj
APA 6th Edition
Nowak, M. i Trzaskalik, T. (2015). An interactive approach to the stochastic multiobjective allocation problem. Croatian Operational Research Review, 6 (1), 293-304. https://doi.org/10.17535/crorr.2015.0023
MLA 8th Edition
Nowak, Maciej i Tadeusz Trzaskalik. "An interactive approach to the stochastic multiobjective allocation problem." Croatian Operational Research Review, vol. 6, br. 1, 2015, str. 293-304. https://doi.org/10.17535/crorr.2015.0023. Citirano 26.08.2019.
Chicago 17th Edition
Nowak, Maciej i Tadeusz Trzaskalik. "An interactive approach to the stochastic multiobjective allocation problem." Croatian Operational Research Review 6, br. 1 (2015): 293-304. https://doi.org/10.17535/crorr.2015.0023
Harvard
Nowak, M., i Trzaskalik, T. (2015). 'An interactive approach to the stochastic multiobjective allocation problem', Croatian Operational Research Review, 6(1), str. 293-304. https://doi.org/10.17535/crorr.2015.0023
Vancouver
Nowak M, Trzaskalik T. An interactive approach to the stochastic multiobjective allocation problem. Croatian Operational Research Review [Internet]. 2015 [pristupljeno 26.08.2019.];6(1):293-304. https://doi.org/10.17535/crorr.2015.0023
IEEE
M. Nowak i T. Trzaskalik, "An interactive approach to the stochastic multiobjective allocation problem", Croatian Operational Research Review, vol.6, br. 1, str. 293-304, 2015. [Online]. https://doi.org/10.17535/crorr.2015.0023

Sažetak
The paper considers the stochastic multiobjective allocation problem. An assumption is made that a particular resource should be allocated to T projects. The specified level of each goal (along with the known probabilities) can be obtained based on the amount of the resources allocated. We will propose an identification strategy procedure that the decision maker can implement. Our technique combines multiobjective dynamic programming and an interactive approach. First, efficient strategies are identified using Bellman's principle applied to the multiobjective problem. Next, a dialog procedure is used to find a solution that is satisfactory for the decision maker. A numerical example is presented to show how the procedure can be applied.

Ključne riječi
stochastic allocation problem; multiobjective dynamic programming; interactive approach; stochastic dominance

Hrčak ID: 138617

URI
https://hrcak.srce.hr/138617

Posjeta: 448 *