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Stochastické programování s cíli×Programování cílových hodnot×
OborSimulaceRozhodování
RodinaProcess / pipelineMCDM
Rok vzniku19681955
TvůrceContini, B. (building on Charnes & Cooper's chance-constrained programming)Charnes, A., Cooper, W. W.
TypStochastic multi-goal optimizationMulti-objective optimisation — weighted/lexicographic goal deviation minimisation
Původní zdrojContini, B. (1968). A stochastic approach to goal programming. Operations Research, 16(3), 576–586. DOI ↗Charnes, A., Cooper, W. W. (1955). Optimal estimation of executive compensation by linear programming. Management Science DOI ↗
Další názvySGP, Stochastic GP, Chance-Constrained Goal Programming, Probabilistic Goal Programming
Příbuzné68
ShrnutíStochastic Goal Programming (SGP) extends classical goal programming to handle uncertainty in goal targets, constraint coefficients, or right-hand-side parameters. By incorporating probabilistic constraints and stochastic objective components, it finds solutions that satisfy multiple goals at acceptable probability levels, making it suitable for decision problems where data are inherently uncertain or variable.GOAL-PROGRAMMING (Goal Programming — Minimise deviations from multiple aspiration levels) is a ranking multi-criteria decision-making (MCDM) method introduced by Charnes, A., Cooper, W. W. in 1955. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.
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ScholarGatePorovnat metody: Stochastic Goal Programming · GOAL-PROGRAMMING. Získáno 2026-06-15 z https://scholargate.app/cs/compare