| Article ID: | iaor20011019 |
| Country: | Germany |
| Volume: | 7 |
| Issue: | 4 |
| Start Page Number: | 139 |
| End Page Number: | 158 |
| Publication Date: | Jan 2000 |
| Journal: | Central European Journal of Operations Research |
| Authors: | Heras Antonio, Aguado Ana G. |
| Keywords: | programming: probabilistic |
In this article we present a straightforward generalization of deterministic Goal Programming to the case of stochastic targets. The Stochastic Goal Programming formulation has been obtained by using standard rules of Bayesian Decision Analysis. Moreover, it is related with more general Stochastic Programming techniques, since it can also be obtained as a particular case of Stochastic Programming with Recourse.