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A compromise programming APPROACH TO MULTIOBJECTIVE MARKOV DECISION PROCESSES

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING 2013年第5期12卷 1021-1053页

作者： Ogryczak, Wlodzimierz Perny, Patrice Weng, Paul Warsaw Univ Technol ICCE PL-00661 Warsaw Poland Univ Paris 06 LIP6 Paris France

A Markov decision process (MDP) is a general model for solving planning problems under uncertainty. It has been extended to multiobjective MDP to address multicriteria or multiagent problems in which the value of a decision must be evaluated according to several viewpoints, sometimes conflicting. Although most of the studies concentrate on the determination of the set of Pareto-optimal policies, we focus here on a more specialized problem that concerns the direct determination of policies achieving well-balanced tradeoffs. To this end, we introduce a reference point method based on the optimization of a weighted ordered weighted average (WOWA) of individual disachievements. We show that the resulting notion of optimal policy does not satisfy the Bellman principle and depends on the initial state. To overcome these difficulties, we propose a solution method based on a linear programming (LP) reformulation of the problem. Finally, we illustrate the feasibility of the proposed method on two types of planning problems under uncertainty arising in navigation of an autonomous agent and in inventory management.

关键词： Multiobjective optimization Markov decision processes compromise programming reference point method ordered weighted average linear programming

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A compromise programming model for site selection of borrow pits

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CONSTRUCTION MANAGEMENT AND ECONOMICS 2008年第5期26卷 433-446页

作者： Pantouvakis, John-Paris Manoliadis, Odysseus George Natl Tech Univ Athens Dept Construct Engn & Management Athens Greece Democritus Univ Thrace Dept Civil Engn Xanthi Greece

Road fill construction requires soil for filling low areas;this soil is obtained from temporary mineral workings known as 'borrow pits' (BP). Between a number of possible BPs, the appropriate site should be selected based upon conflicting econo-technical and environmental criteria aiming at achieving optimal BP performance while minimizing the adverse impacts to human and natural resources. For solving this problem a model for BP selection has been developed by this research using compromise programming (CP). The model incorporates a hierarchical structure integrating criteria and sub-criteria whose relative importance is set by the decision makers. Possible alternative BP sites are subsequently assessed on all these sub-criteria. Based upon this analysis, the model determines the distance of each of the possible alternatives from the utopia (ideal) point;the option with the minimum distance is considered the best compromise. The relevant concepts are exemplified through the presentation of a case study concerning the BP site selection for an Egnatia Motorway section in northwest Greece. The main conclusion that can be drawn from this work is that the CP approach is appropriate and valid for BP selection and, furthermore, it may also be used for other multiple objective construction-related site selection problems.

关键词： Multiple objectives decision making compromise programming borrow pits

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Evaluation and ranking of different gridded precipitation datasets for Satluj River basin using compromise programming and f-TOPSIS (October , 10.1007/s00704-020-03405-y, 2020)

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THEORETICAL AND APPLIED CLIMATOLOGY 2021年第1-2期143卷 115-117页

作者： Chowdhury, Bratati Goel, N. K. Arora, M. Indian Inst Technol Roorkee Dept Hydrol Roorkee 247667 Uttarakhand India Uttar Banga Krishi Viswavidyalaya Fac Technol Behar 736165 W Bengal India Natl Inst Hydrol Roorkee Roorkee 247667 Uttarakhand India

The original version of this article unfortunately contained mistakes. The proof corrections in Eq. 9 and Tables 3 and 5 were unfortunately not implemented.

关键词： Satluj Entropy compromise programming f-TOPSIS Spearman rank correlation coefficient Ranking

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A New Nonlinear Multi-objective Redundancy Allocation Model with the Choice of Redundancy Strategy Solved by compromise programming Approach

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INTERNATIONAL JOURNAL OF ENGINEERING 2014年第4期27卷 545-552页

作者： Sadjadi, S. J. Tofigh, A. A. Soltani, R. Iran Univ Sci & Technol Dept Ind Engn Tehran Iran Mat & Energy Res Ctr Karaj Iran

One of the primary concerns in any system design problem is to prepare a highly reliable system with minimum cost. One way to increase the reliability of systems is to use redundancy in different forms such as active or standby. In this paper, a new nonlinear multi-objective integer programming model with the choice of redundancy strategy and component type is developed where standby strategy is of cold type. In the proposed model, system's reliability is maximized along with minimizing system's cost and weight. The proposed model contributes to the literature by determining the redundancy strategies concurrently with determining redundancy levels and component types. The multi-objective model is solved using the mathematical compromise programming technique for different L-p metrics and produces different Pareto solutions.

关键词： Redundancy Allocation Cold-Standby Redundancy Active Redundancy Multi-objective compromise programming

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A compromise programming approach for target setting in DEA

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ANNALS OF OPERATIONS RESEARCH 2020年第1期288卷 363-390页

作者： Lozano, Sebastian Soltani, Narges Dehnokhalaji, Akram Univ Seville Dept Ind Management Escuela Super Ingenieros Camino Descubrimientos S-N Seville 41092 Spain York Univ Sch Informat Technol Toronto ON Canada Aston Univ Aston Business Sch Operat & Informat Management Dept Birmingham B4 7ET W Midlands England

This paper presents a new data envelopment analysis (DEA) target setting approach that uses the compromise programming (CP) method of multiobjective optimization. This method computes the ideal point associated to each decision making unit (DMU) and determines an ambitious, efficient target that is as close as possible (using an l(p) metric) to that ideal point. The specific cases p = 1, p = 2 and p = infinity are separately discussed and analyzed. In particular, for p = 1 and p = infinity, a lexicographic optimization approach is proposed in order to guarantee uniqueness of the obtained target. The original CP method is translation invariant and has been adapted so that the proposed CP-DEA is also units invariant. An l(p) metric-based efficiency score is also defined for each DMU. The proposed CP-DEA approach can also be utilized in the presence of preference information, non-discretionary or integer variables and undesirable outputs. The proposed approach has been extensively compared with other DEA approaches on a dataset from the literature.

关键词： Data envelopment analysis Target setting compromise programming Ideal point l(p) metric

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A THEOREM CONNECTING UTILITY FUNCTION OPTIMIZATION AND compromise programming

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OPERATIONS RESEARCH LETTERS 1991年第7期10卷 421-427页

作者： BALLESTERO, E ROMERO, C UNIV CORDOBA DEPT AGR ECON MANAGEMENT & STATE-14080 CORDOBASPAIN

The aim of this paper is to determine conditions under which the Lagrangian maximum of a utility function and compromise programming lead to close solutions.

关键词： compromise programming UTILITY THEORY

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A compromise programming model for developing the cost of including carbon pools and flux into forest management

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ANNALS OF OPERATIONS RESEARCH 2015年第1期232卷 115-133页

作者： Gharis, L. Roise, J. McCarter, J. N Carolina State Univ Dept Forestry & Environm Resources Raleigh NC 27695 USA

Policy makers need research based decision analysis models that include carbon sequestration and forest products in order to make policies that are both economically viable and effective. Forests and wood products have been identified as important mechanisms for carbon sequestration and storage. Policies often cover carbon sequestration but not product storage and substitution. Furthermore, many researchers have developed and published models on carbon management. However, a gap exists in operational level models that include product substitution. We developed a model to investigate optimal stand level management with competing objectives of maximizing soil expectation value, carbon storage in the forest, and carbon dioxide emission savings from product storage and substitution. Our purpose was to produce an accurate and usable analytical product for Southeastern U.S. foresters growing loblolly pine (Pinus taeda) in the presence of carbon policies. The decision variables were traditional stand level management variables: planting density, thinning timing and density, and rotation length. Over time these variables influence the proportion of wood going into pulp, chip-n-saw, and sawtimber where each of these classes has an expected use (carbon storage) life. compromise programming was employed to solve the multiple-objective problem and to demonstrate the tradeoffs between the competing objectives. This type of model demonstrates a practical method for comparing tradeoffs associated with adjusting forest management for a carbon market. The difference in costs among objectives is important for decision makers considering climate change policies, as it represents the minimum value a rational landowner would accept to sequester a unit of carbon.

关键词： compromise programming Forest management Decision analysis model Policy Unit level analysis Product substitution

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Unravelling the rationale of 'overgrazing' and stocking rates in the beef production systems of Central Brazil using a bi-criteria compromise programming model

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AGRICULTURAL SYSTEMS 2005年第3期83卷 277-295页

作者： Costa, FP Rehman, T Univ Reading Sch Agr Policy & Dev Reading RG6 6AR Berks England Embrapa Gado Corte BR-79002970 Campo Grande MS Brazil

In Central Brazil, the long-term, sustainability of beef cattle systems is under threat over vast tracts of farming areas, as more than half of the 50 million hectares of sown pastures are suffering from. degradation. Overgrazing practised to maintain high stocking rates is regarded as one of the main causes. High stocking rates are deliberate and crucial decisions taken by the farmers, which appear paradoxical, even irrational given the state of knowledge regarding the consequences of overgrazing. The phenomenon however appears inextricably linked with the objectives that farmers hold. In this research those objectives were elicited first and from their ranking two, 'asset value of cattle (representing cattle ownership and 'present value of economic returns', were chosen to develop an original bi-criteria compromise programming model to test various hypotheses postulated to explain the overgrazing behaviour. As part of the model a pasture productivity index is derived to estimate the pasture recovery cost. Different scenarios based on farmers' attitudes towards overgrazing, pasture costs and capital availability were analysed. The results of the model runs show that benefits from holding more cattle can outweigh the increased pasture recovery and maintenance costs. This result undermines the hypothesis that farmers practise overgrazing because they are unaware or uncaring caring about overgrazing costs. An appropriate approach to the problem of pasture degradation requires information on the economics,and its interplay with farmers' objectives, for a wide range of pasture recovery and maintenance methods. Seen within the context of farmers' objectives, some level of overgrazing appears rational. Advocacy of the simple 'no overgrazing' rule is an insufficient strategy to maintain the long-term sustainability of the beef production systems in Central Brazil. (C) 2004 Elsevier Ltd. All rights reserved.

关键词： decision-making farmers' objectives compromise programming pasture degradation

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Solving a multiobjective possibilistic problem through compromise programming

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2005年第3期164卷 748-759页

作者： Parra, MA Terol, AB Gladish, BP Uría, MVR Univ Oviedo Fac Ciencias Econ & Empresariales Dpto Econ Cuantitat Oviedo Spain

Real decision problems usually consider several objectives that have parameters which are often given by the decision maker in an imprecise way. It is possible to handle these kinds of problems through multiple criteria models in terms of possibility theory. Here we propose a method for solving these kinds of models through a fuzzy compromise programming approach. To formulate a fuzzy compromise programming problem from a possibilistic multiobjective linear programming problem the fuzzy ideal solution concept is introduced. This concept is based on soft preference and indifference relationships and on canonical representation of fuzzy numbers by means of their a-cuts. The accuracy between the ideal solution and the objective values is evaluated handling the fuzzy parameters through their expected intervals and a definition of discrepancy between intervals is introduced in our analysis. (C) 2004 Elsevier B.V. All rights reserved.

关键词： multiple criteria decision making multiobjective programming compromise programming fuzzy number possibility distribution expected interval

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A FRAMEWORK FOR COMMINUTION CIRCUITS DESIGN EVALUATION USING GREY compromise programming

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JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT 2013年第Supp 1期14卷 S188-S212页

作者： Stanujkic, Dragisa Stojanovic, Sanja Jovanovic, Rodoljub Magdalinovic, Nedeljko Megatrend Univ Fac Management Zajecar Zajecar 19000 Serbia

Comminution process, particularly grinding, is very important in the mineral processing industry. Some characteristics of ore particles, which occur as a product of grinding process, have a significant impact on the effects of further ore processing. At the same time, this process requires a significant amount of energy and also significantly affects the overall processing costs. Therefore, in this paper, we propose new multiple criteria decision making model based on grey compromise programming for adequate comminution circuit design selection. Although it is based on a simple procedure, we consider that the proposed model is efficient and flexible, and that it also represents the basis for forming more sophisticated models for comminution circuit design selection, as in addition, many other decision making problems in business environment, which is characterized by predictions and uncertainty.

关键词： MCDM interval grey numbers compromise programming uncertainty mineral processing comminution circuit selection

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