Assessing Scenario Probabilities Via Interactive Goal Programming

An interactive goal programming approach for assessing scenario probabilities used in long-range forecasting and decision analysis is developed and illustrated using a small numerical example. The method only requires marginal event probability and ordinal or interval first-order conditional probability assessments of a limited number of events constituting the scenarios and guarantees the consistency of the assessments in terms of the laws of probability calculus.

• 저널Management Science · 30(3) · 273–278
• 토픽Optimization and Mathematical Programming · Control and Systems Engineering
• DOI10.1287/mnsc.30.3.273
• 저자Cornelis A. de Kluyver, Herbert Moskowitz