Stochastic goal programming wth recourse

Antonio Heras Martínez; Ana García Aguado

Revista de la Real Academia de Ciencias Exactas Físicas y Naturales (1998)

  • Volume: 92, Issue: 4, page 409-414
  • ISSN: 1137-2141

Abstract

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In this article we discuss several alternative formulations for Stochastic Goal Programming. Only one of these models, which is a particular case of the Stochastic Programs with Recourse, is also compatible with Bayesian Decision Theory. Moreover, it is posible to approximate its solutions by means of an iterative algorithm.

How to cite

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Heras Martínez, Antonio, and García Aguado, Ana. "Stochastic goal programming wth recourse." Revista de la Real Academia de Ciencias Exactas Físicas y Naturales 92.4 (1998): 409-414. <http://eudml.org/doc/42125>.

@article{HerasMartínez1998,
abstract = {In this article we discuss several alternative formulations for Stochastic Goal Programming. Only one of these models, which is a particular case of the Stochastic Programs with Recourse, is also compatible with Bayesian Decision Theory. Moreover, it is posible to approximate its solutions by means of an iterative algorithm.},
author = {Heras Martínez, Antonio, García Aguado, Ana},
journal = {Revista de la Real Academia de Ciencias Exactas Físicas y Naturales},
language = {eng},
number = {4},
pages = {409-414},
title = {Stochastic goal programming wth recourse},
url = {http://eudml.org/doc/42125},
volume = {92},
year = {1998},
}

TY - JOUR
AU - Heras Martínez, Antonio
AU - García Aguado, Ana
TI - Stochastic goal programming wth recourse
JO - Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
PY - 1998
VL - 92
IS - 4
SP - 409
EP - 414
AB - In this article we discuss several alternative formulations for Stochastic Goal Programming. Only one of these models, which is a particular case of the Stochastic Programs with Recourse, is also compatible with Bayesian Decision Theory. Moreover, it is posible to approximate its solutions by means of an iterative algorithm.
LA - eng
UR - http://eudml.org/doc/42125
ER -

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