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2014 | 9 | 84--100
Tytuł artykułu

Interactive Approach Application to Stochastic Multiobjective Allocation Problem - a Two-Phase Approach

Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper a stochastic multiobjective allocation problem is considered. We assume that a particular resource should be allocated to T projects. Depending on the amount of allocated resource it is possible (with known probabilities) to obtain a specified level of each goal. The considered criteria are divided into two groups. The first group consists of financial criteria, the second one, of qualitative criteria, representing the degree to which the projects contribute to reaching strategic goals. We propose a two-phase procedure for identifying the strategy that should be implemented by a decision maker. Our technique combines multiobjective dynamic programming and interactive approach. First, efficient strategies are identified using Bellman's principle of optimality adapted to the multiobjective problem. Next, a dialog procedure is applied to identify the solution that satisfies the decision maker. A numerical example is presented to show the applicability of the procedure.(original abstract)
Rocznik
Tom
9
Strony
84--100
Opis fizyczny
Twórcy
autor
  • University of Economics in Katowice, Poland
  • University of Economics in Katowice, Poland
Bibliografia
  • Bellman R. (1957), Dynamic Programming, Princeton University Press, Princeton.
  • Bellman R. and Dreyfus S. (1962), Applied Dynamic Programming, Princeton University Press, Princeton.
  • Hariharan L. (2009), Resource Allocation Problems in Stochastic Sequential Decision Making, Ph.D. Thesis, Massachusetts Institute of Technology, Department of Civil and Environmental Engineering.
  • Johansson R., Martenson C., Suzić R. and Svenson P. (2005), Stochastic Dynamic Programming for Resource Allocation. Command and Control Systems, Swedish Defence Research Agency.
  • Li W. (2012), Dynamic Resource Allocation Using Stochastic Optimization in Wireless Communications, Ph. D Thesis, The Chinese University of Hong-Kong.
  • Mendelson H., Pliskin J. and Yechiali U. (1980), A Stochastic Allocation Problem, Operations Research, 28, 687-693.
  • Nowak M. (2006), INSDECM - An Interactive Procedure for Discrete Stochastic Multicriteria Decision Making Problems, European Journal of Operational Research, 175, 1413-1430.
  • Nowak M., Trzaskalik T. (2013), Interactive Approach for a Multiobjective Stochastic Discrete Dynamic Problem, Journal of Global Optimization, 57, 2, 315-330.
  • Nowak M., Trzaskalik T. (2014), Interactive Approach Application to Stochastic Multiobjective Allocation Problem, Croatian Journal of Operational Research (in press).
  • Trzaskalik T. (1990), Multicriteria Discrete Dynamic Programming. Theory and Economic Applications, University of Economics Press, Katowice (in Polish).
  • Trzaskalik T (1998), Multiobjective Analysis in Dynamic Environment, University of Economics Press, Katowice.
  • Trzaskalik T. (2008), Computer-assisted Introduction to Operations Research, PWE, Warsaw (in Polish).
  • Trzaskalik T. and Sitarz S. (2002), Dynamic Discrete Programming with Partially Ordered Criteria Set [in:] Multiple Objective Programming and Goal Programming. Recent Developments, T. Trzaskalik and J. Michnik (eds.), Phisica-Verlag, Heidelberg, 186-195.
  • Trzaskalik T., Sitarz S. (2004), Dynamic Programming Models in Ordered Structures [in:] Operations and System Research '04, eds. J. Kacprzyk, R. Słowiński (eds.), EXIT, Warszawa (in Polish), 15-30.
  • Trzaskalik T., Sitarz S. (2007), Discrete Dynamic Programming with Outcomes in Random Variable Structures, European Journal of Operational Research, 177, 1535-1548.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
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