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Stochastische Doelprogrammering×Stochastische Multi-Objective Optimalisatie×
VakgebiedSimulatieSimulatie
FamilieProcess / pipelineProcess / pipeline
Jaar van ontstaan19681990s–2000s
GrondleggerContini, B. (building on Charnes & Cooper's chance-constrained programming)Various (Fonseca, Fleming, Deb, Zitzler, and others)
TypeStochastic multi-goal optimizationStochastic metaheuristic optimization
Oorspronkelijke bronContini, B. (1968). A stochastic approach to goal programming. Operations Research, 16(3), 576–586. DOI ↗Deb, K. (2001). Multi-Objective Optimization Using Evolutionary Algorithms. Wiley, Chichester. ISBN: 9780471873396
AliassenSGP, Stochastic GP, Chance-Constrained Goal Programming, Probabilistic Goal ProgrammingSMOO, Stochastic MOO, Multi-objective optimization under uncertainty, Robust multi-objective optimization
Verwant65
SamenvattingStochastic 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.Stochastic Multi-Objective Optimization (SMOO) is a class of methods that simultaneously optimizes two or more conflicting objectives when parameters, costs, or constraints are uncertain or random. Rather than a single optimal solution, it produces a Pareto front of non-dominated solutions, each representing a different balance among objectives under the modeled uncertainty.
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  1. v1
  2. 2 Bronnen
  3. PUBLISHED

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ScholarGateMethoden vergelijken: Stochastic Goal Programming · Stochastic Multi-Objective Optimization. Geraadpleegd op 2026-06-15 via https://scholargate.app/nl/compare