Uncertain random goal programming |
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Authors: | Zhongfeng Qin |
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Institution: | 1.School of Economics and Management,Beihang University,Beijing,China;2.Key Laboratory of Complex System Analysis,Management and Decision (Beihang University), Ministry of Education,Beijing,China |
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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. |
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