Process / pipelineSimulation / optimization

Stochastic Goal Programming — Optimizing Multiple Goals Under Uncertainty

Stochastic 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.

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Sources

  1. Contini, B. (1968). A stochastic approach to goal programming. Operations Research, 16(3), 576–586. DOI: 10.1287/opre.16.3.576
  2. Charnes, A., Cooper, W. W. (1959). Chance-constrained programming. Management Science, 6(1), 73–79. DOI: 10.1287/mnsc.6.1.73

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Referenced by

ScholarGateStochastic Goal Programming (Stochastic Goal Programming). Retrieved 2026-06-04 from https://scholargate.app/tr/simulation/stochastic-goal-programming