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1.
Hatem Masri Fouad Ben Abdelaziz Houda Alaya 《Journal of Multi-Criteria Decision Analysis》2016,23(1-2):3-14
This paper addresses a multi‐objective stochastic vehicle routing problem where several conflicting objectives such as the travel time, the number of vehicles in use and the probability of an accident are simultaneously minimized. We suppose that demands and travel durations are of a stochastic nature. In order to build a certainty equivalent program to the multi‐objective stochastic vehicle routing problem, we propose a solution strategy based on a recourse approach, a chance‐constrained approach and a goal‐programming approach. The resulting certainty equivalent program is solved to optimality using CPLEX. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
2.
Mila Bravo David Pla‐Santamaria Ana Garcia‐Bernabeu 《Journal of Multi-Criteria Decision Analysis》2010,17(5-6):155-166
This paper deals with benchmark‐based portfolio choice for buy‐and‐hold strategies of investing. Multiple benchmarks for returns are considered, which is more realistic than taking a unique benchmark – a unique aspiration difficult to select in practice among the various aspirations for returns that the investor has in mind. Portfolio selection with multiple benchmarks leads to a multi‐objective problem, which is addressed by mean value – stochastic goal programming. In particular, two benchmarks are considered, which involves two goals. Weights for goals depend on investor's preferences and Arrow's absolute risk aversion coefficients. An efficient frontier of portfolios is obtained. Advantages of this stochastic method in our context are as follows: (i) Mean value‐stochastic goal programming relies on classical utility theory under uncertainty and Arrow's absolute risk aversion, which ensures soundness and strictness, and (ii) the numerical model is easily solved by using available software such as mean–variance software. Numerical results are tabulated and discussed. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
3.
Power plants lose efficiency when the air preheater elements are not replaced or cleaned as they deteriorate. Replacing is more expensive than cleaning but more secure to preserve power and lifetime. How many baskets should be then replaced and how many cleaned to achieve ‘satisficing’ goals of cost, power and lifetime? We design deterministic/stochastic goal programming approaches to this problem and develop a decision case for usual preheaters. Some discrepancies in results between both approaches appear, the deterministic model advising to replace less baskets than the stochastic, which is plausible due to the risk variable. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
4.
Hocine Mouslim Mustapha Belmokaddem Mohamed Benbouziane Sakina Melloul 《Journal of Multi-Criteria Decision Analysis》2014,21(3-4):223-235
The essential activity of a manager is decision making, which is becoming more and more complex, mainly in the multi‐criteria problems. Multi‐choice goal programming (MCGP) is considered as a robust tool in operational research to solve this type of problem. However, in real world problems, determining precise targets for the goals is a difficult task. To deal with such situation, Tabrizi introduced and used in 2012 the concept of membership functions in the MCGP model in order to model the targets fuzziness of each goal. In their model, they considered just only one type of functions (triangular form), which does not reflect adequately the decision maker's preferences that are considered as an essential element for modelling the goal's fuzziness. Their model is called Fuzzy MCGP. In this paper, new ideas are presented to reformulate MCGP model to tackle all types of functions by introducing the (decision maker's) preferences. The concept of indifference thresholds is used in the new formulation for characterizing the imprecision and the preferences associated with all types of the goals. The proposed formulation provides useful insight about the solution of a new class of problems. A numerical example is given to demonstrate the validity and strength of the new formulation. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
5.
Badreddine Jerbi 《Journal of Multi-Criteria Decision Analysis》2021,28(1-2):34-44
This article considers the problem of bed rearrangement in a hospital. The problem is formulated as multi‐objective mathematical program. The objectives driving the reallocation of beds could be conflicting in nature. The number of needed beds in each department is found to be highly related to length of stay (LOS) of a patient. Some described it as a random variable following a power law distribution. Hence, determining the number of the reallocated beds in each department could be treated stochastically because it depends on the fluctuation of the LOS. The complexity of the problem is taking care of by formulating the problem as multi‐objective stochastic transportation problem and finding a compromise solution using a linear fuzzy function on the deterministic equivalent. The program is polynomial time solvable. The approach is illustrated through a bi‐objective bed rearrangement problem, treating the possibility of increasing the admissions and the bed occupation, with real data from a hospital. 相似文献
6.
Furthering a prior research on two‐person bi‐level multi‐objective decision‐making problems of the leader‐follower Stackelberg game, we present an extended model of bi‐level multi‐objective decision‐making with multiple interconnected decision makers at the lower level. In the model, the upper level decision maker acts as a leader and the lower level decision makers behave as the followers, and inter‐connections and interactions exist among these followers in decision‐making scenarios. Following the rules of leader‐follower Stackelberg game, we develop an interactive algorithm of the model for solving multi‐objective decision‐making problems and reflecting the interactive natures among the decision makers. Finally, the authors exemplify the model and algorithm, and draw a conclusion on points of contributions and the significance of this study in decision‐making and support. Copyright © 2001 John Wiley & Sons, Ltd. 相似文献
7.
Fatma Demircan Keskin 《Journal of Multi-Criteria Decision Analysis》2020,27(1-2):65-83
Industry 4.0, the new vision of our age has forced companies to transform their processes. In the process of transition to Industry 4.0, one of the most crucial success factors is to select the project portfolio that best fits their objectives. The uncertainty included in the projects, the interproject priority, and various interdependence relations, interactions between project evaluation criteria, decision makers with different perspectives, and preferences make Industry 4.0 project portfolio selection decision considerably complicated. In this study, a two‐stage fuzzy approach is proposed to address this complex problem. In the first stage of the approach, the main criteria and subcriteria to be used in evaluating the Industry 4.0 projects have been determined based on the literature review and expert opinions. Following this, a network structure representing outer and inner dependencies has been formed, and the priority weights of the criteria have been obtained by taking into consideration these dependencies. Then, each of the project alternatives has been evaluated under subcriteria, and desirability indexes of project alternatives have been calculated. Fuzzy analytic network process has been applied in this stage. In the second stage, fuzzy multi‐objective nonlinear programming has been used to select a project portfolio. In the application of the first stage of the proposed methodology, experts from three firms, which have made significant progress in the Industry 4.0 implementation process, are the decision makers. In the application of the second stage, hypothetically created project alternatives and their dataset have been used. 相似文献
8.
The postal distribution network in the Czech Republic consists actually of 69 local transit centres (according to the administrative division of the Czech Republic). Each of them operates the post offices in the given region. Some of the important local transit centres can be selected as sorting centres—transhipment points for postal consignments. The aim of this paper is to present a bicriterial optimization model for the selection of the subset of transhipment points from the set of transit centres and choosing their appropriate equipment, such as sorting machines. Another important output of the model is the assignment of the transit centres to the sorting centres. There are two basic optimization criteria defined in this model: minimization of the sum of investment and operational costs connected with building and operating of the sorting centres and the maximization of the percentage of postal consignments delivered to the appropriate post office in the desired time (next day). The proposed model contains several thousands of zero‐one variables and constraints. The model has been verified, and the results accepted. Copyright © 1999 John Wiley & Sons, Ltd. 相似文献
9.
We propose a new approach for modelling preference structures in multi-objective decision-making (MODM) problems. The basic idea of the approach is to first develop PROMETHEE-influenced objective functions and then to use these to reformulate the problem as a distance-based goal–programming (GP) model. Three basic functional forms are proposed and explicit expressions are developed for them. Among other things, the expressions allow for the straightforward development of an interactive framework while keeping the information requirements from the decision maker (DM) at a minimum. An ‘automatic’ piecewise linear approximation scheme is proposed for solving the GP model. © 1997 by John Wiley & Sons, Ltd. J. Multi-Crit. Decis. Anal. 6 : 150–154 (1997) No. of Figures: 0. No. of Tables: 0. No. of References: 12. 相似文献
10.
《Journal of Multi-Criteria Decision Analysis》2017,24(3-4):121-132
Multi‐criteria decision analysis presumes trade‐off between different criteria. As a result, the optimal solution is not unique and can be represented by the Pareto frontier in the objective space. Each Pareto solution is a compromise between different objectives. Despite a limited number of Pareto optimal solutions, the decision‐maker eventually has to choose only one option. Such a choice has to be made with the use of additional preferences not included in the original formulation of the optimization problem. The paper represents a new approach to an automatic ranking that can help the decision‐maker. In contrast to the other methodologies, the proposed method is based on the minimization of trade‐off between different Pareto solutions. To be realized, the approach presumes the existence of a well‐distributed Pareto set representing the entire Pareto frontier. In the paper, such a set is generated with the use of the directed search domain algorithm. The method is applied to a number of test cases and compared against two existing alternative approaches. 相似文献
11.
In this paper a practical application of MCDM in water resources problems is presented. Based on a real project for Qinhuangdao water resources management sponsored by Qinhuangdao Municipality, we construct a set of models for inflow forecast, reservoir operations, water supply and allocation, and flood routing for system optimal operation and flood management. A stochastic dynamic programming (DP) model with a fuzzy criterion is proposed for monthly reservoir operations. A series of goal programming (GP) models is built for water supply and allocation on different planning and operating levels. The DP–GP models fulfil the optimal operation tasks of a water resources management decision support system (WRMDSS) for Qinhuangdao water resources management. 相似文献
12.
Decision scientists tend to focus mainly on decision antecedents, studying how people make decisions. Action psychologists, in contrast, study post‐decision issues, investigating how decisions, once formed, are maintained, protected, and enacted. Through the research presented here, we seek to bridge these two disciplines, proposing that the process by which decisions are reached motivates subsequent pursuit and benefits eventual realization. We identify three characteristics of the decision process (DP) as having motivation‐mustering potential: DP effort investment, DP importance, and DP confidence. Through two field studies tracking participants' decision processes, pursuit and realization, we find that after controlling for the influence of the motivational mechanisms of goal intention and implementation intention, the three decision process characteristics significantly influence the successful enactment of the chosen decision directly. The the oretical and practical implications of these findings are considered and future research opportunities are identified. Copyright © 2002 John Wiley & Sons, Ltd. 相似文献
13.
Prashant K. Tarun Victoria C. P. Chen H. W. Corley 《Journal of Multi-Criteria Decision Analysis》2014,21(3-4):197-208
This paper focuses on the divergence behaviour of the successive geometric mean (SGM) method used to generate pairwise comparison matrices while solving a multiple stage, multiple objective (MSMO) optimization problem. The SGM method can be used in the matrix generation phase of our three‐phase methodology to obtain pairwise comparison matrix at each stage of an MSMO optimization problem, which can be subsequently used to obtain the weight vector at the corresponding stage. The weight vectors across the stages can be used to convert an MSMO problem into a multiple stage, single objective (MSSO) problem, which can be solved using dynamic programming‐based approaches. To obtain a practical set of non‐dominated solutions (also referred to as Pareto optimal solutions) to the MSMO optimization problem, it is important to use a solution approach that has the potential to allow for a better exploration of the Pareto optimal solution space. To accomplish a more exhaustive exploration of the Pareto optimal solution space, the weight vectors that are used to scalarize the MSMO optimization problem into its corresponding MSSO optimization problem should vary across the stages. Distinct weight vectors across the stages are tied directly with distinct pairwise comparison matrices across the stages. A pairwise comparison matrix generation method is said to diverge if it can generate distinct pairwise comparison matrices across the stages of an MSMO optimization problem. In this paper, we demonstrate the SGM method's divergence behaviour when the three‐phase methodology is used in conjunction with an augmented high‐dimensional, continuous‐state stochastic dynamic programming method to solve a large‐scale MSMO optimization problem. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
14.
Aviad A. Israeli James Randall Brown 《Journal of Multi-Criteria Decision Analysis》2015,22(1-2):75-88
With the growing popularity of self‐service technologies (SST), businesses have to determine how to combine traditional human service with SST technologies. These mix problems have not received adequate attention in the research literature. This paper offers a decision model for solving mix problems between human service channels and SSTs. The decision problem cannot be determined as a traditional max or min problem and it is fuzzy. In fuzzy problems, the decision maker (DM) is considered as the focal point with the relevant knowledge and preferences and therefore, the objective is to maximize the DM's preferences. This paper develops a decision support system for eliciting a DM's value function when the service channels are considered to be substitutes, but when the rate of substitution may change and then uses a linear‐fractional model to fit the DM's data and optimize the DM's preferences. A service mix problem for a grocery store with human service providers and SSTs is used to demonstrate how the decision model can be employed to analyze and solve service mix decision making problems. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
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16.
Early design is crucial for the success of the final product. In the conceptual design phase, several constraints, criteria, objectives and disciplines have to be considered. To this aim, multidisciplinary optimization has proven effective for the solution of engineering design problems, even in the industrial every‐day practice, to improve and simplify the work of designers in a successful quest of the best compromise solution. In this paper, a multicriteria decision‐making (MCDM)‐based design platform for early optimal design of industrial components is proposed. In a group decision‐making context, the selection of the most suitable component among several possible layouts is performed by means of a group Fuzzy Technique for Order of Preference by Similarity to Ideal Solution approach. Hence, a multi‐objective optimization is performed on the selected component by applying a multi‐objective particle swarm optimization for finding optimal component dimensions. An industrial case study is presented for showing the efficiency of the multicriteria decision‐making‐based design platform, regarding an innovative and low‐cost solution to increase the duration of heel tips in women's shoes. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
17.
Two major approaches to deal with randomness or ambiguity involved in mathematical programming problems have been developed. They are stochastic programming approaches and fuzzy programming approaches. In this paper, we focus on multiobjective linear programming problems with random variable coefficients in objective functions and/or constraints. Using chance constrained programming techniques, the stochastic programming problems are transformed into deterministic ones. As a fusion of stochastic approaches and fuzzy ones, after determining the fuzzy goals of the decision maker, interactive fuzzy satisficing methods to derive a satisficing solution for the decision maker by updating the reference membership levels is presented. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
18.
Kazimierz Zaras 《Journal of Multi-Criteria Decision Analysis》1999,8(5):291-297
Given a finite set A of actions evaluated by a set of attributes, preferential information is considered in the form of a pairwise comparison table including pairs of actions from subset B⊂A described by stochastic dominance relations on particular attributes and a total order on the decision attribute. Using a rough sets approach for the analysis of the subset of preference relations, a set of decision rules is obtained, and these are applied to a set A\B of potential actions. The rough sets approach of looking for the reduction of the set of attributes gives us the possibility of operating on a multi‐attribute stochastic dominance for a reduced number of attributes. Copyright © 1999 John Wiley & Sons, Ltd. 相似文献
19.
Many practical and important decision‐making problems are complicated by at least two factors: (1) the qualitative/subjective nature of some criteria often results in uncertainty in the individual ratings; and (2) group decision‐making is involved and some means of aggregating individual ratings is required. Traditionally, both individual and group priorities have been represented as point estimates, but this approach presents severe limitations for accommodating imprecision in the decision‐making process. This paper examines the group decision‐making problem in the context where priorities are represented as numeric intervals. A set of techniques that could be used at some of the phases of an analytic hierarchy process (AHP)‐based group decision‐making process, which has the objective of generating a ‘consensus’ priority that represents the group's opinion with regards to the relative importance of a set of N objects (e.g. criteria, alternatives), is presented. Copyright © 2000 John Wiley & Sons, Ltd. 相似文献
20.
W.W. Cooper 《Journal of Multi-Criteria Decision Analysis》2005,13(1):3-11
Origins and uses of ‘goal programming’ and ‘data envelopment analysis’ (DEA) are identified and discussed. The purpose of this paper is not only to review some of the history of these developments, but also to show some of their uses (e.g. in statistical regression formulations) in order to suggest paths for possible further developments. Turning to how the two types of models relate to each other, the ‘additive model’ of DEA is shown to have the same structure as a goal programming model in which only ‘one‐sided deviations’ are permitted. A way for formally relating the two to each other is then provided. However, the objectives are differently oriented because goal programming is directed to future performances as part of the planning function whereas DEA is directed to evaluating past performances as part of the control function of management. Other possible ways of comparing and combining the two approaches are also noted including statistical regressions that utilize goal programming to ensure that the resulting estimates satisfy the multi‐criteria conditions that are often encountered in managerial applications. Both goal programming and DEA originated in actual applications that were successfully addressed. The research was then generalized and published. This leads to what is referred to as an ‘applications‐driven theory’ strategy for research that is also described in this paper. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献