Article ID: | iaor2006346 |
Country: | Netherlands |
Volume: | 162 |
Issue: | 3 |
Start Page Number: | 610 |
End Page Number: | 618 |
Publication Date: | May 2005 |
Journal: | European Journal of Operational Research |
Authors: | Martel Jean-Marc, Aouni Belad, Abdelaziz Foued Ben |
Keywords: | decision theory, programming: probabilistic |
Generally we assume that the decision-maker is able to delimit with precision and without difficulty, the values of the goals associated with the objectives of a decision-making situation. However, such values may be probabilistic in nature. In such situation, the decision-maker does not known with certainty the values of the goals related to the different objectives. To deal within such decision-making situations, the literature proposes several techniques, based on the stochastic goal programming (SGP) model. These approaches do not take into account explicitly the decision-maker's preferences. In the present paper, we exploit the concept of the satisfaction functions to explicitly integrate the decision-maker's preferences in the SGP model.