Multiple Objectives under Uncertainty:IRGSD-FD Method  

作　　者：Feng, Junwen 

机构地区：[1] East China Inst of Technology, Nanjing, China

出　　处：《Journal of Systems Engineering and Electronics》1994年第1期62-76,共15页系统工程与电子技术（英文版）

摘　　要：This paper is devoted to study the multiobjective system programming under the assumption that some of the problem parameters are random variables. A method called Interactive Reference Goal Satisfied Degree and Feasible Degree (IRGSD-FD) is developed to solve stochastic multiobjective problems. It is an interactive method providing a so-called `dialogue' between the user and the model, the decision maker having the option conducting the search process for the (α, β)-efficient solutions by modifying the initial conditions according to the partial results obtained. During the iterations, the decision maker can improve upon the reference goal or called aspiration level already attained by one objective function as well as upon the probability of reaching the corresponding objective or called satisfied degree (or both), or/and the probability of satisfying the constraint or called feasible degree already attained by the constraint. Finally, the application of IRGSD-FD method in the resource allocation problem is discussed with a case study for project investment management.This paper is devoted to study the multiobjective system programming under the assumption that some of the problem parameters are random variables. A method called Interactive Reference Goal Satisfied Degree and Feasible Degree (IRGSD-FD) is developed to solve stochastic multiobjective problems. It is an interactive method providing a so-called `dialogue' between the user and the model, the decision maker having the option conducting the search process for the (α, β)-efficient solutions by modifying the initial conditions according to the partial results obtained. During the iterations, the decision maker can improve upon the reference goal or called aspiration level already attained by one objective function as well as upon the probability of reaching the corresponding objective or called satisfied degree (or both), or/and the probability of satisfying the constraint or called feasible degree already attained by the constraint. Finally, the application of IRGSD-FD method in the resource allocation problem is discussed with a case study for project investment management.

关 键 词：Decision theory FINANCE Iterative methods Operations research Optimization PROBABILITY Project management Random processes Risk assessment 

分 类 号：N945[自然科学总论—系统科学]