From Goal Programming for Continuous Multi-Criteria Optimization to the Target Decision Rule for Mixed Uncertain Problems

Abstract

Goal programming (GP) is applied to the discrete and continuous version of multi-criteria optimization. Recently, some essential analogies between multi-criteria decision making under certainty (M-DMC) and scenario-based one-criterion decision making under uncertainty (1-DMU) have been revealed in the literature. The aforementioned similarities allow the adjustment of GP to an entirely new domain. The aim of the paper is to create a new decision rule for mixed uncertain problems on the basis of the GP methodology. The procedure can be used by pessimists, optimists and moderate decision makers. It is designed for one-shot decisions. One of the significant advantages of the novel approach is related to the possibility to analyze neutral criteria, which are not directly taken into account in existing classical procedures developed for 1-DMU.